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Diff EQ
Diff EQ
College of Engineering
Office of the Program Coordinator
LEARNING MODULE
MATH 213ME:
DIFFERENTIAL
EQUATIONS
COMPILED BY:
GENESIS D. DUMAICOS
2020
This module is a property of Technological University of the Philippines Visayas and intended
for EDUCATIONAL PURPOSES ONLY and is NOT FOR SALE NOR FOR REPRODUCTION.
ii
VISION
The Technological University of the Philippines shall be the premier state university
with recognized excellence in engineering and technology at par with leading universities in
the ASEAN region.
MISSION
The University shall provide higher and advanced vocational, technical, industrial,
technological and professional education and training in industries and technology, and in
practical arts leading to certificates, diplomas and degrees.
It shall provide progressive leadership in applied research, developmental studies in
technical, industrial, and technological fields and production using indigenous materials; effect
technology transfer in the countryside; and assist in the development of small-and-medium
scale industries in identified growth center. (Reference: P.D. No. 1518, Section 2)
QUALITY POLICY
The Technological University of the Philippines shall commit to provide quality higher
and advanced technological education; conduct relevant research and extension projects;
continually improve its value to customers through enhancement of personnel competence and
effective quality management system compliant to statutory and regulatory requirements; and
adhere to its core values.
CORE VALUES
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for EDUCATIONAL PURPOSES ONLY and is NOT FOR SALE NOR FOR REPRODUCTION.
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TABLE OF CONTENTS
Page Numbers
TUP Vision, Mission, Quality Policy, and Core Values…………………..…… ii
Table of Contents……………………………………………………………..….. iii
Course Description……………………………………………………...…. vi
Learning Outcomes……………………………………………………...… vi
General Guidelines/Class Rules……………………………………...……. vi
Grading System………………………………………………………...….. vi
Learning Guide (Week No. 1) …………………………………………...... 1
Topic/s…………………………………………………………...… 1
Expected Competencies…………………………………………..... 1
Content/Technical Information…………………………………….. 1
Definitions of Basic Terms…………………………………. 1
Elimination of Arbitrary Constant……………………...….. 4
Families of Curves…………………………………………. 6
Progress Check…… ………………………………………………. 10
References…………………………………………………………. 14
Learning Guide (Week No. 2) …………………………………………..… 15
Topic/s……………………………………………………………... 15
Expected Competencies……………………………………………. 15
Content/Technical Information ……………………………………. 15
Methods for Solving Differential Equations of Order One… 16
Separable Equations……………………………….. 16
Homogeneous Functions…………………………… 21
Homogeneous Equations………………………….. 24
Linear Coefficients in Two Variables…………....… 29
Progress Check…… …………………………………………......... 32
References………………………………………………………...... 35
Learning Guide (Week No. 3&4) …………………………………………. 36
Topic/s………………………………………………………….….. 36
Expected Competencies…………………………………………..... 36
Content/Technical Information…………………………………….. 36
Exact Equations……………………………………………. 37
Integrating Factor by Inspection………………………...… 42
Integrating Factor by Formula………………………….… 45
Progress Check week 3………………………………………...….. 48
Linear Equations………………………………………..… 50
Bernoulli Equations………….……………………………. 53
Substitution Method……………………………………….. 56
Progress Check week 4……………………………………………. 59
References……………………………………………………...….. 61
Learning Guide (Week No. 6)………………….…………………………. 62
Topic/s………………………………………………………….…. 62
Expected Competencies………………………………………….... 62
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for EDUCATIONAL PURPOSES ONLY and is NOT FOR SALE NOR FOR REPRODUCTION.
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Content/Technical Information………………………………….... 62
Applications of Differential Equations of Order One…….. 62
Newton’s Law of Cooling…………………………. 62
Growth and Decay……………………………..…. 66
Progress Check ……………………………………………………. 70
References……………………………………………………...…. 72
Learning Guide (Week No. 7&8)………………….……………..………. 73
Topic/s………………………………………………………….… 73
Expected Competencies…………………………………………... 73
Content/Technical Information…………………………………... 73
Differential Operators……………………………………. 73
Solutions of General Linear Homogeneous Equations…... 75
Distinct Real Roots of Auxiliary Equations………. 76
Repeated Real Roots of Auxiliary Equations……... 79
Distinct Imaginary Roots of Auxiliary Equations… 82
Repeated Imaginary Roots of Auxiliary Equations.. 84
Progress Check …………………………………………………….. 85
References……………………………………………………...….. 87
Learning Guide (Week No. 10)………………….……………..………. 88
Topic/s………………………………………………………….… 88
Expected Competencies…………………………………………... 88
Content/Technical Information…………………………………... 88
Non-homogeneous Linear Equations……………………. 88
Solutions of Equations having Constant Right Member….. 92
Progress Check …………………………………………………….. 95
References……………………………………………………...….. 97
Learning Guide (Week No. 11)………………….……………..………. 98
Topic/s………………………………………………………….… 98
Expected Competencies…………………………………………... 98
Content/Technical Information…………………………………... 98
Order Reduction……………………….…………………. 98
Variation of Parameters……………….…………………. 102
Inverse Differential Operator…………………………….. 104
Progress Check …………………………………………………….. 107
References……………………………………………………...….. 109
Learning Guide (Week No. 12)………………….……………..………. 110
Topic/s………………………………………………………….… 110
Expected Competencies…………………………………………... 110
Content/Technical Information…………………………………... 110
Applications of 2nd Order D.E………….…………………. 110
Simple Harmonic Motion……………….…………………. 110
Damped Vibrations………………….…………………….. 116
Overdamped Vibration ……………………………. 116
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for EDUCATIONAL PURPOSES ONLY and is NOT FOR SALE NOR FOR REPRODUCTION.
v
This module is a property of Technological University of the Philippines Visayas and intended
for EDUCATIONAL PURPOSES ONLY and is NOT FOR SALE NOR FOR REPRODUCTION.
vi
COURSE DESCRIPTION
This course is intended for all engineering students to have a firm foundation on differential
equations in preparation for their degree-specific advanced mathematic courses. It covers first
order differential equations, nth order linear differential equations and system of first order
linear differential equations. It also introduces the concept of Laplace Transforms in solving
differential equations. The students are expected to be able to recognize different kinds of
differential equations, determine the existence and uniqueness of solution, select the
appropriate methods of solution and interpret the obtained solution. Students are also expected
to relate differential equations to various practical engineering and scientific problem as well
as employ computer technology in solving and verifying solutions.
COURSE OUTCOMES
At the end of the fourteen-week course, the student must be able to:
1. Recognize different kinds of differential equations.
2. Use the appropriate methods of solving differential equations of order one and interpret the
obtained solution.
3. Use the appropriate methods of solving linear differential equations of nth order and interpret
the obtained solution.
4. Solve various practical engineering and scientific problems in applications of differential
equations of 1st and 2nd order.
5. Solve Laplace Transformations of functions.
1. Written Exercises
a. Seatwork (one per week)
b. Quiz (one per week)
c. Exam (Prelim, Mid-Term, End-Term)
2. Problem Solving Activity
a. Board-work
b. Group
3. Policy on the attendance as stipulated in the student handbook will be observed in
case of late/absence.
GRADING SYSTEM
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for EDUCATIONAL PURPOSES ONLY and is NOT FOR SALE NOR FOR REPRODUCTION.
vii
Final Grade : (Prelim Grade x 0.30) + (Mid-term Grade x 0.30) + (End term
Grade x 0.40)]
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for EDUCATIONAL PURPOSES ONLY and is NOT FOR SALE NOR FOR REPRODUCTION.
1
LEARNING GUIDE
TOPIC/S
I. Basic Concept
a. Definition of Basic Terms
II. Elimination of Arbitrary Constants
III. Family of Curves
EXPECTED COMPETENCIES
At the end of the week after studying the module, the student should be able to:
1. define differential equation;
2. identify the kind, order, degree and linearity of a differential equation; and
3. obtain the differential equation of the family of curves described
CONTENT/TECHNICAL INFORMATION
Introduction
Many physical applications involve the case of differential equations, dominantly in the
field of engineering, physics, and chemistry. Mathematical models are increasingly built up in
these areas especially in biology, physiology and economics.
dy
i. = 5x + 3
dx
d2y dy
ii. x 2
+2 =1
dx dx
2 5
d3y d4y
iii. 4 3 + sin x 4 + 5 xy = 5 x + 3
dx dx
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for EDUCATIONAL PURPOSES ONLY and is NOT FOR SALE NOR FOR REPRODUCTION.
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4 2
d3y d5y
7
dy
iv. 3 + 3 5 + y 3 = 6
dx dx dx
2z 2z
v. − =0
y 2 x 2
vi. 4𝑦 ′′′ − 5𝑦 ′′ − 6𝑦 = 0
Equations (i) through (iv) and (vi) are examples of ordinary differential equations, since
the unknown function 𝑦 depends only on a single variable 𝑥.
The order of a differential equation is the order of highest derivative appearing in the
equation.
Equation (i) is of order 1; (ii) is of order 2; (iii) is of order 4; (iv) is of order 5, (v) is
of order 2; and (vi) is of order 3.
The degree of differential equation that can be written as polynomial in the unknown function
is the power to which the highest-order derivative is raised.
Equations (i), (ii), (v) and (vi) is of degree 1; (iii) is of degree 5; (iv) is of degree 2.
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An nth order differential equation in the unknown function y and the independent
variable x is linear if it can be written in the form
dny d n −1 y
bn (x ) + ... + b1 (x ) + ybo (x ) = g (x )
dy
n
+ bn −1 n −1
dx dx dx
Differential equations that cannot be written in this form are called nonlinear.
Example 1. For the following differential equations, determine (a) order, (b) degree, (c)
linearity, (d) unknown function, (e) independent variable
1. ( y ) − 3 yy + xy = 0
2
(a) 1
(b) 2
(c) nonlinear
(d) y
(e) x
2. x 4 y + xy = e x
(a) 3
(b) 1
(c) linear
(d) y
(e) x
3 2
d 2r d 2r dr
3. 2 + 2 + y =0
dt dt dy
(a) 2
(b) 3
(c) nonlinear
(d) r
(e) t, y
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There are several ways of arriving at a differential equation. One way is by the method
called the elimination of arbitrary constants. This means that, in this section, we start with
the given function and find the corresponding equation, i.e. the function serves as the solution
for the differential equation. So, the solution is given first, and we need to find the problem
being the differential equation.
As a rule, for finding the differential equation, we simply differentiate the given
function or relation as many times depending on the number of constants present in the
function.
a. y 2 = 4ax
b. y = cx + c
c. x2 + y2 = r 2
d. y = ax 2 + bx + c
e. y = c1e − x + c 2 e 2 x
Solutions to Example 2.
a. y 2 = 4ax
There is only one constant 𝑎, so we need to differentiate the given equation only
once; i.e.
1
2 yy = 4a , or a = yy
2
Substituting this value of 𝑎 in the given equation gives
yy
y 2 = 4 x or y = 2 xy
2
The result, being the last equation, may also be written in other forms such as:
dy
y = 2 x , or ydx = 2 xdy , or ydx − 2 xdy = 0
dx
This means the differential equation ydx − 2 xdy = 0 has the solution y 2 = 4ax .
b. y = cx + c
Differentiating, we have y = c , substituting in the given, gives
y = y x + y , or y = y (x + 1)
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c. x2 + y2 = r 2
By differentiating, we have 2 xdx + 2 ydy = 0 , or xdx + ydy = 0
d. y = ax 2 + bx + c
The given equation has 3 constants, thus the differentiation is done thrice, i.e.
y = 2ax + b
y = 2 a
y = 0 , the required equation.
e. y = c1e − x + c 2 e 2 x (1)
The differentiation is done twice, i.e.
y = −c1e − x + 2c2 e 2 x (2)
y = c1e − x + 4c 2 e 2 x (3)
There are then 3 equations in unknowns 𝑐1and 𝑐2 . Eliminating 𝑐1 in (1) and (2) by
addition gives
y + y = 3c 2 e 2 x (4)
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FAMILIES OF CURVES
If an equation involves a parameter, then it represents a family of curves, with one
curve for each particular value of the parameter. The following equations illustrate family of
curves.
Family of lines
1. 𝑦 = 𝑐𝑥 passing through the
(one parameter) origin
Figure 1.1
Family of
2. 𝑦 = 𝑎𝑥 2
parabolas with axis
(one parameter)
as 𝑦
Figure 1.2
Family of
2 2 2
3. 𝑥 + 𝑦 = 𝑟 concentric circles
(one parameter) with centers at the
origin
Figure 1.3
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Figure 1.4
Family of circles
5. (𝑥 − ℎ)2 + 𝑦 2 = 𝑟 2
whose centers of
(two parameters)
the 𝑥-axis
Figure 1.5
Family of circles
6. (𝑥 − 𝑐)2 + (𝑦 − 𝑐)2 = with center on the
2𝑐 2 line 𝑦 = 𝑥 and
(one parameter) passing through the
origin
Figure 1.6
𝑥 𝑦
7. 𝑥 + 𝑦 = 𝑎, or + = Family of lines
𝑎 𝑎
1 𝑎=3 with equal
(one parameter) 𝑎=2 intercepts
𝑎=1
Figure 1.7 𝑎 = −1
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𝑚=3
𝑚=4 𝑚=2
𝑚=1
Family of lines
8. 𝑦 = 𝑎𝑥 + 𝑎
with slope and 𝑦
(one parameter)
intercept equal
Figure 1.8
Family of lines
through (ℎ, 𝑘), ℎ
𝑦−ℎ
9. =𝑚 and 𝑘 are not
𝑥−ℎ
parameters but
fixed constants
Figure 1.9
Family of circles
2 2
10. (𝑥 − ℎ) + (𝑦 − 𝑘) = with center at
𝑘2 (ℎ, 𝑘) and tangent
(two parameters) of the 𝑥-axis i.e.,
𝑘 = radius
Example 3. Obtain the differential equation of the family of lines through the origin.
Solution to Example 3.
The required equation satisfied by the given condition of the problem is
𝑦 = 𝑐𝑥 (1)
Upon differentiation, we have
𝑦 ′ = 𝑐 (2)
Substituting equation (2) to (1),
𝑦 = (𝑦 ′ )𝑥
This preceding equation may also be written as
𝒅𝒚
𝒚= 𝒙 𝑜𝑟 𝒚 𝒅𝒙 = 𝒙 𝒅𝒚 𝑜𝑟 𝒚𝒅𝒙 − 𝒙𝒅𝒚 = 𝟎
𝒅𝒙
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Example 4. Obtain the differential equation of the family of circles having their centers on
the 𝑥-axis.
Solution to Example 4.
If (ℎ, 𝑘) represents the center of each circle, then 𝑘 = 0. Since every center is on the
𝑥-axis, then the required equation is
(𝑥 − ℎ)2 + 𝑦 2 = 𝑟 2
where ℎ and 𝑟 vary, i.e., being parameters. Since there are two parameters, then
differentiation must be done twice,
1st differentiation: 2(𝑥 − ℎ) + 2𝑦𝑦 ′ = 0
ℎ = 𝑦𝑦 ′ + 𝑥
Figure 1.10
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PROGRESS CHECK
Activity Sheets
EXERCISE 1
Review on Definitions of a D.E., Elimination of Arbitrary Constants and Family of
Curves
For numbers 1 to 9, for the following differential equations, determine (a) order, (b)
degree, (c) linearity, (d) unknown function, and (e) independent variables
𝑑3 𝑦 𝑑𝑦
1. 𝑥 +7 − 7𝑦 = 6
𝑑𝑥 3 𝑑𝑥
(a)
(b)
(c)
(d)
(e)
2. 𝑥 2 𝑦 ′′ − 𝑥𝑦 ′ = 1 + cos 𝑦
(a)
(b)
(c)
(d)
(e)
3 2
𝑑2 𝑞 𝑑2 𝑞 𝑑𝑞
3. ( 2
) +( 2
) +𝑦 =3
𝑑𝑟 𝑑𝑟 𝑑𝑦
(a)
(b)
(c)
(d)
(e)
𝑑𝑦 4
4. ( ) − 3𝑦 2 = 𝑒 𝑦
𝑑𝑥
(a)
(b)
(c)
(d)
(e)
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𝑑2 𝑥 𝑑𝑥 3
5. 2
− 2𝑥𝑡 = ( )
𝑑𝑡 𝑑𝑡
(a)
(b)
(c)
(d)
(e)
𝑑3𝑣 𝑑𝑣
6. 𝑧 2 −𝑧 = 1 − cos 𝑧
𝑑𝑧 3 𝑑𝑡
(a)
(b)
(c)
(d)
(e)
𝑑𝑏 7
7. ( ) = 3𝑝
𝑑𝑝
(a)
(b)
(c)
(d)
(e)
8. 𝑥𝑦 ′′′ − 𝑥 2 𝑦 ′′ − 𝑥 3 𝑦 ′ − 𝑦 = 𝑥
(a)
(b)
(c)
(d)
(e)
𝑑𝑛 𝑥
9. = 𝑦2 + 1
𝑑𝑦 𝑛
(a)
(b)
(c)
(d)
(e)
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For numbers10 to 15, Elimination of Arbitrary Constants: Find the differential equation
whose solutions correspond to the following equation.
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For numbers 16 to 20, obtain the differential equation of the family of curves described
and sketch some members of the family.
18. Parabolas with vertex and focus on the 𝑥-axis opening in the right.
19. Parabolas with vertex and focus on the 𝑦-axis opening upward.
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REFERENCES
Sergio E. Ymas Jr. Differential Equations (Simplified Approach). Sampaloc, Manila. Pablo.
L. Bustamante III Press, 1997.
Louis Leithold. The Calculus with Analytic Geometry. 6th ed. Harper & Row Publishers Inc.,
1990.
Clyde E. Love, Earl D. Rainville. Differential and Integral Calculus. 6th ed. The Macmillan
Co., 1961.
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for EDUCATIONAL PURPOSES ONLY and is NOT FOR SALE NOR FOR REPRODUCTION.
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LEARNING GUIDE
TOPIC/S
EXPECTED COMPETENCIES
At the end of the week after studying the module, the student should be able to:
1. solve solutions of first order differential equations using the method Separation of
Variables;
2. determine the homogeneity of the functions and state the degree of homogeneity;
3. solve the general solution of the function and the particular solution by determining
the constants of integration when initial conditions are indicated;
4. solve solutions of first order differential equations using Homogenous Equation
method; and
5. solve solutions of first order differential equations using Linear Coefficients in Two
Variables method.
CONTENT/TECHNICAL INFORMATION
Prerequisite
Before going through the lesson, recall the following Integration Techniques:
1. Indefinite Integrals
a. Powers
b. Logarithms
c. Exponential Functions
d. Trigonometric Functions
e. Transformation by Trigonometric Formulas
f. Inverse Trigonometric Functions
g. Integration by Parts
h. Algebraic Substitution
i. Trigonometric Substitution
j. Distinct Linear Factors
k. Repeated Linear Factors
l. Quadratic Factors
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Introduction
In the previous lesson, we are given the relation of function suitable as the solution for
a certain differential equation to be found. This lesson gives the reverse process. Here, the
differential equation is given, and we need to find the corresponding solution in terms of an
equation of a function or relation.
One main objective of differential equation is to solve equations i.e. to find the solution
in terms of a function or relation. Different methods may be employed in solving equations.
Any differential equation of order one may be written in any of the following forms:
𝑴 + 𝑵 𝒚′ = 𝟎, or
𝑴 (𝒙, 𝒚)
𝒚′ + =𝟎
𝑵 (𝒙, 𝒚)
There are differential equations 𝑴 (𝒙, 𝒚)𝒅𝒙 + 𝑵 (𝒙, 𝒚)𝒅𝒚 with variables separable.
The first-order separable differential equation is of the form
𝑨(𝒙)𝒅𝒙 + 𝑩(𝒚)𝒅𝒚 = 𝟎
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Solution to Example 1.
We first rewrite this equation in differential form.
𝑑𝑦
= 𝑦𝑥 3
𝑑𝑥
Check whether the equation is separable or not. Separate the variable by rearranging
the variables to their respective functions. So, it shows
𝑑𝑦
𝑥 3 𝑑𝑥 − =0
𝑦
Take Note: The constant 𝐶 may take any form such as ln 𝐶, to give a better form of a
solution.
𝑥 4 = 4(ln 𝑦 + ln 𝐶)
𝒙𝟒 = 𝟒 𝐥𝐧 𝑪𝒚 general solution
Since the constant 𝐶 may take any form, we could have many possible general
solutions but will only have one particular solution under conditions. Take example number
2.
Solution to Example 2.
First rewrite the equation in differential form
𝑑𝑦
𝑥𝑦 − 𝑦2 = 1
𝑑𝑥
Separate the variables,
𝑥𝑦 𝑑𝑦 − 𝑦 2 𝑑𝑥 = 𝑑𝑥
𝑥𝑦 𝑑𝑦 = (𝑦 2 + 1) 𝑑𝑥
𝑦 𝑑𝑦 𝑑𝑥
=
(𝑦 2 + 1) 𝑥
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Notice the difference in the forms of general solutions (1) and (2). Now, using the conditions
that when 𝑥 = 2, 𝑦 = 1 get the particular solution.
2
= 𝑒 ln2
𝑥
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𝑦2 + 1 ln
1
ln = ln 𝑒 2
𝑥2
𝑦2 + 1 1
ln 2
= ln
𝑥 2
Particular Solution
𝟐 𝟐
𝟐(𝒚 + 𝟏) = 𝒙
As stated earlier, there will have many forms of general solution but there could only be one
particular solution under given conditions.
Example 3. Solve 𝒆𝒚 𝒅𝒙 − 𝒙𝟐 𝒅𝒚 = 𝟎
Solution to Example 3.
By separation of variables, the solution to this differential equation is given by
𝑑𝑥 𝑑𝑦
∫ 2
− ∫ 𝑦 =0
𝑥 𝑒
Rewriting the equation,
∫ 𝑥 −2 𝑑𝑥 − ∫ 𝑒 −𝑦 𝑑𝑦 = 0
Integrating, we obtain
−𝑥 −1 + 𝑒 −𝑦 = 𝐶
Or
1
+ 𝑒 −𝑦 = 𝐶
𝑥
Applying 𝑙𝑛 on both sides, we have
1
−𝑦 ln 𝑒 = ln (𝐶 − )
𝑥
𝟏
𝒚 = − 𝐥𝐧 (𝑪 − 𝒙) general solution
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Solution to Example 4.
By separation of variables, we get
tan2 𝑥 𝑑𝑥 = sin3 𝑦 𝑑𝑦
By integrating both sides of the equation,
∫ 𝑡𝑎𝑛2 𝑥 𝑑𝑥 = ∫ sin3 𝑦 𝑑𝑦
Rewriting the equation, using trigonometric identities,
∫(sec 2 𝑥 − 1)𝑑𝑥 = ∫ sin 𝑦 (1 − cos 2 𝑦)𝑑𝑦
Solution to Example 5.
Separating the variables, we have,
𝑥 𝑑𝑥 (𝑦 + 1) 𝑑𝑦
+ =0
𝑒 −𝑥 𝑦3
𝑦 1
∫ 𝑥𝑒 𝑥 𝑑𝑥 + ∫ ( 3 + 3 ) 𝑑𝑦 = 0
𝑦 𝑦
∫ 𝑥𝑒 𝑥 𝑑𝑥 + ∫ 𝑦 −2 𝑑𝑦 + ∫ 𝑦 −3 𝑑𝑦 = 0
To integrate 𝑥𝑒 𝑥 , we use integration by parts:
𝑢=𝑥 ∫ 𝑑𝑣 = ∫ 𝑒 𝑥 𝑑𝑥
𝑑𝑢 = 𝑑𝑥 𝑣 = 𝑒𝑥
𝑥𝑒 𝑥 𝑑𝑥 = 𝑥𝑒 𝑥 − ∫ 𝑒 𝑥 𝑑𝑥
= 𝑥𝑒 𝑥 − 𝑒 𝑥 + 𝐶
Thus, the required solution is
𝟏 𝟏
𝒙𝒆𝒙 − 𝒆𝒙 − − 𝟐=𝑪
𝒚 𝟐𝒚
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Homogeneous Functions
𝑥3 + 𝑥2𝑦 + 𝑦3 degree 3
𝑥 2 + 𝑥𝑦 + 𝑦 2 degree 2
𝑥 4 + 𝑥 3 𝑦 + 𝑥𝑦 3 + 𝑦 4 degree 4
There are other functions which do not appear so obvious in their terms as
homogeneous.
𝑦 𝑦
𝑓 (𝑥, 𝑦) = 𝑥 arctan 𝑥 − 𝑦 ln 𝑥 degree 1
𝑦 𝑥3
𝑓(𝑥, 𝑦) = 2𝑦 2 exp (𝑥 ) − degree 2
𝑥+𝑦
1
f ( x, y) = x + y − x degree 2
x2 1
f ( x, y ) = degree 2
x3 + y3
x
f ( x, y ) = degree 0
x + y2
2
1 1
f ( x, y ) = degree − 2
x+ y
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x
a. e. e x
x+ y
x
y f. x 3 − xy + y 3
b. tan + e y
x
x+ y g. ln(x − y )
c.
x− y
d. ln x − ln y
Solutions to Example 6.
𝑥
a. Let 𝑓(𝑥, 𝑦) =
√𝑥−𝑦
Substituting 𝜆𝑥 and 𝜆𝑦 in 𝑥 and 𝑦 we have the following:
𝜆𝑥 𝜆𝑥
𝑓 (𝜆𝑥, 𝜆𝑦) = = 1
√𝜆𝑥 − 𝜆𝑦 𝜆2 √𝑥 − 𝑦
1 𝑥
= 𝜆2 ( )
√𝑥 − 𝑦
1
= 𝜆2 𝑓(𝑥, 𝑦)
𝑥
𝑦
b. 𝑓(𝑥, 𝑦) = tan 𝑥 + 𝑒 𝑦
𝜆𝑦 𝜆𝑥
𝑓(𝜆𝑥, 𝜆𝑦) = tan + 𝑒 𝜆𝑦
𝜆𝑥
0
𝑦 𝑥
= 𝜆 (tan +𝑒 )𝑦
𝑥
= 𝜆0 𝑓(𝑥, 𝑦)
𝑥+𝑦
c. 𝑓(𝑥, 𝑦) = 𝑥−𝑦
𝜆𝑥 + 𝜆𝑦
𝑓(𝜆𝑥, 𝜆𝑦) =
𝜆𝑥 − 𝜆𝑦
𝜆(𝑥 + 𝑦)
=
𝜆(𝑥 − 𝑦)
𝑥+𝑦
= 𝜆0 ( )
𝑥−𝑦
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= 𝜆0 𝑓(𝑥, 𝑦)
𝑥
d. 𝑓(𝑥, 𝑦) = ln 𝑥 − ln 𝑦 = ln 𝑦
𝜆𝑥 𝑥 𝑥
𝑓(𝜆𝑥, 𝜆𝑦) = ln = ln ( ) = 𝜆0 ln
𝜆𝑦 𝑦 𝑦
Solutions to Example 7.
a. Set 𝑓(𝑥, 𝑦) = 𝑦 2 − 𝑥𝑦 − 𝑥 2 . Substituting 𝜆𝑥 for 𝑥 and 𝜆𝑦 for 𝑦:
𝑓(𝜆𝑥, 𝜆𝑦) = (𝜆𝑦)2 − (𝜆𝑥)(𝜆𝑦) − (𝜆𝑥)2
= 𝜆2 𝑦 2 − 𝜆2 𝑥𝑦 − 𝜆2 𝑥 2
= 𝜆2 (𝑦 2 − 𝑥𝑦 − 𝑥 2 )
= 𝜆2 𝑓(𝑥, 𝑦)
Thus, the differential equation is homogeneous of degree 2.
𝑦 𝑦
b. Set 𝑓(𝑥, 𝑦) = 𝑥 − 𝑦(ln 𝑦 − ln 𝑥) + 𝑥(ln 𝑦 − ln 𝑥) or 𝑥 − 𝑦 ln 𝑥 + 𝑥 ln 𝑥 .
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𝜆𝑦 𝜆𝑦
𝑓(𝜆𝑥, 𝜆𝑦) = 𝜆𝑥 − 𝜆𝑦 ln
+ 𝜆𝑥 ln
𝜆𝑥 𝜆𝑥
𝑦 𝑦
= 𝜆 (𝑥 − 𝑦 ln + 𝑥 ln )
𝑥 𝑥
= 𝜆 𝑓(𝑥, 𝑦)
Thus, the differential equation is homogeneous of degree one.
𝑦
c. Set 𝑓(𝑥, 𝑦) = 𝑥 sin2 (𝑥 ) (𝑦 − 𝑥), and substitute 𝜆𝑥 for 𝑥 and 𝜆𝑦 for 𝑦:
𝜆𝑦
𝑓(𝜆𝑥, 𝜆𝑦) = 𝜆𝑥 − sin2 ( ) (𝜆𝑦 − 𝜆𝑥)
𝜆𝑥
𝑦
= 𝜆 (𝑥 − sin2 ( ) (𝑦 − 𝑥))
𝑥
= 𝜆 𝑓(𝑥, 𝑦)
Thus, the differential equation is homogeneous of degree one.
Homogeneous Equations
There are other equations whose variables are not separable. For example, in (𝑥 +
𝑦)𝑑𝑥 + 𝑥𝑑𝑦 = 0, the presence of 𝑥 + 𝑦 indicates that the variables 𝑥 and 𝑦 are not
separable.
where both 𝑀 and 𝑁 are homogeneous functions of the same degree in each term
involving 𝑥 and 𝑦.
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You can use to let either 𝑦 = 𝑣𝑥 or 𝑥 = 𝑣𝑦. Since 𝑑𝑦 has lesser number of terms,
we let 𝑦 = 𝑣𝑥 and 𝑑𝑦 = 𝑣𝑑𝑥 + 𝑥𝑑𝑣 in 𝑦 and 𝑑𝑦, respectively gives the following
computations:
(𝑥 2 + 𝑣 2 𝑥 2 )𝑑𝑥 − 𝑥 (𝑣𝑥)(𝑣𝑑𝑥 + 𝑥𝑑𝑣) = 0,
𝑥 2 𝑑𝑥 + 𝑥 2 𝑣 2 𝑑𝑥 − 𝑥 2 𝑣 2 𝑑𝑥 − 𝑥 3 𝑣𝑑𝑣 = 0,
𝑥 2 𝑑𝑥 − 𝑥 3 𝑣𝑑𝑣 = 0,
𝑑𝑥
= 𝑣𝑑𝑣
𝑥
Integrating, we get
𝑑𝑥
∫ = ∫ 𝑣𝑑𝑣
𝑥
𝑣2
ln 𝑥 = + ln 𝐶
2
𝑦
Since 𝑣 = ,
𝑥
𝑦2
2ln 𝑥 + ln 𝐶 = 2
𝑥
(𝑥 2 ) ln 𝑥 2 𝐶 = 𝑦 2
(𝑥 2 + 𝑦 2 )𝑑𝑥 − 𝑥𝑦𝑑𝑦 = 0
((𝑣𝑦)2 + 𝑦 2 )(𝑣𝑑𝑦 + 𝑦𝑑𝑣) − (𝑣𝑦)𝑦𝑑𝑦 = 0
(𝑣 2 𝑦 2 + 𝑦 2 )(𝑣𝑑𝑦 + 𝑦𝑑𝑣) − 𝑣𝑦 2 𝑑𝑦 = 0
𝑣 3 𝑦 2 𝑑𝑦 + 𝑣𝑦 2 𝑑𝑦 + 𝑣 2 𝑦 3 𝑑𝑣 + 𝑦 3 𝑑𝑣 − 𝑣𝑦 2 𝑑𝑦 = 0
𝑣 3 𝑦 2 𝑑𝑦 + 𝑦 3 (𝑣 2 + 1)𝑑𝑣 = 0
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Notice when it comes to integrating this is harder compared to the first solution.
= 𝜆 (𝑦 − 𝑥 − √𝑦 2 − 𝑥 2 )
= 𝜆 𝑓(𝑥, 𝑦)
Thus, the equation is homogeneous of degree one.
Since the coefficient of 𝑑𝑥 is less than 𝑑𝑦, then set 𝑥 = 𝑣𝑦 and 𝑑𝑥 = 𝑣𝑑𝑦 + 𝑦𝑑𝑣 and
substitute these in the given equation.
𝑦(𝑣𝑑𝑦 + 𝑦𝑑𝑣) = ((𝑣𝑦) + √𝑦 2 − (𝑣𝑦)2 ) 𝑑𝑦
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𝑣𝑥 𝑣𝑥
(𝑥 − (𝑣𝑥) arctan ( )) 𝑑𝑥 + 𝑥 arctan ( ) (𝑣𝑑𝑥 + 𝑥𝑑𝑣) = 0
𝑥 𝑥
𝑥𝑑𝑥 − 𝑣𝑥 arctan 𝑣 𝑑𝑥 + 𝑥𝑣 arctan 𝑣 𝑑𝑥 + 𝑥 2 arctan 𝑣 𝑑𝑣 = 0
𝑥𝑑𝑥 + 𝑥 2 arctan 𝑣 𝑑𝑣 = 0
𝑑𝑥
∫ + ∫ arctan 𝑣 𝑑𝑣 = 0
𝑥
𝑣𝑑𝑣
∫ arctan 𝑣 𝑑𝑣 = 𝑣 arctan 𝑣 − ∫
1 + 𝑣2
1
= 𝑣 arctan 𝑣 − ln(1 + 𝑣 2 )
2
Thus, the solution of the differential equation is
1
ln 𝑥 + 𝑣 arctan 𝑣 − ln(1 + 𝑣 2 ) = ln 𝐶
2
Substituting 𝑦/𝑥 for 𝑣, we find:
𝑦 𝑦 1 𝑦 2
ln 𝑥 + ( ) arctan ( ) − ln (1 + ( ) ) = ln 𝐶
𝑥 𝑥 2 𝑥
𝑦 𝑦 1 𝑥2 + 𝑦2
arctan = ln − ln 𝑥 2 + ln 𝐶
𝑥 𝑥 2 𝑥2
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2𝑦 𝑦 (𝑥 2 + 𝑦 2 ) 𝐶
arctan = ln
𝑥 𝑥 𝑥4
𝒚 (𝒙 + 𝒚𝟐 )𝑪
𝟐
𝟐𝒚 𝐚𝐫𝐜𝐭𝐚𝐧 = 𝒙 𝐥𝐧
𝒙 𝒙𝟒
∫ ln 𝑣 𝑑𝑣 = 𝑣 ln 𝑣 − ∫ 𝑑𝑣
= 𝑣 ln 𝑣 − 𝑣
Thus, the solution is
ln 𝑥 + 𝑣 ln 𝑣 − 𝑣 = 𝐶
Substituting 𝑦/𝑥 for 𝑣, we find:
𝑦 𝑦 𝑦
ln 𝑥 + ln − = 𝐶
𝑥 𝑥 𝑥
𝑦
𝑥 ln 𝑥 + 𝑦 ln − 𝑦 = 𝐶𝑥
𝑥
𝑥 ln 𝑥 + 𝑦 ln 𝑦 − 𝑦 ln 𝑥 = 𝑦 + 𝐶𝑥
(𝒙 − 𝒚) 𝐥𝐧 𝒙 + 𝒚 𝐥𝐧 𝒚 = 𝒚 + 𝑪𝒙
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Substituting the left-hand number of (1) in 𝑀 and that of (2) in 𝑁 of the differential
equation𝑀𝑑𝑥 + 𝑁𝑑𝑦 = 0 gives
(𝑎1 𝑥 + 𝑏1 𝑦 + 𝑐1 ) 𝑑𝑥 + (𝑎2 𝑥 + 𝑏2 𝑦 + 𝑐2 ) 𝑑𝑦 = 0
This is called the differential equation with linear coefficients in two variables.
If the two linear equations intersect, then let (ℎ, 𝑘) be the point of intersection.
Thus, the equations are satisfied by 𝑢 and 𝑣,
𝑎1 𝑢 + 𝑏1 𝑣 + 𝑐1 = 0
𝑎2 𝑢 + 𝑏2 𝑣 + 𝑐2 = 0
The transformed preceding equation is now homogeneous which we know how to solve.
𝑥 − 2𝑦 + 3 = 0 𝑥 − 2𝑦 + 3 = 0
4𝑥 + 𝑦 + 3 = 0 8𝑥 + 2𝑦 + 6 = 0
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𝑑𝑣 𝑚−2
∫ +∫ 2 𝑑𝑚 = 0
𝑣 𝑚 + 2𝑚 + 1
𝑚 − 2 = 𝐴(𝑚 + 1) + 𝐵
Let 𝑚 = −1, this gives 𝐵 = −3. Substituting 𝑚 = 0 and 𝐵 = −3, in the preceding equation,
we get 𝐴 = 1. Thus, we have
𝑚−2 1 3
= −
(𝑚 + 1)2 𝑚 + 1 (𝑚 + 1)2
𝑑𝑣 𝑑𝑚 3 𝑑𝑚
∫ +∫ −∫ =0
𝑣 𝑚+1 (𝑚 + 1)2
Integrating, we obtain
3
ln 𝑣 + ln(𝑚 + 1) + = ln 𝐶
𝑚+1
Substituting 𝑚 = 𝑢/𝑣, we have
𝑢 3
ln 𝑣 + ln ( + 1) + 𝑢 = ln 𝐶
𝑣 +1 𝑣
𝑢+𝑣 3𝑣
ln 𝑣 + ln + = ln 𝐶
𝑣 𝑢+𝑣
𝑢+𝑣 3𝑣
ln 𝑣 ( ) + ln 𝐶 = −
𝑣 𝑢+𝑣
3𝑣
ln(𝑢 + 𝑣)𝐶 = −
𝑢+𝑣
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𝑥+𝑦−4=0
𝑥−𝑦+2=0
Upon solving for the point of intersection, we obtain 𝑥 = 1 and 𝑦 = 3. Then set the
transformations as follows:
𝑥 =𝑢+1 𝑑𝑥 = 𝑑𝑢
𝑦 =𝑣+3 𝑑𝑦 = 𝑑𝑣
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PROGRESS CHECK
Activity Sheets
EXERCISE 2
Review on Methods for Solving Differential Equations of Order One
1. 𝑦 ′ = 𝑦 2 𝑥 3
𝑥+1
2. 𝑦 ′ =
𝑦 4 +1
3. (𝑥 − 1)𝑑𝑥 + 𝑥𝑦 2 𝑑𝑦 = 0
4. tan2 𝑦 𝑑𝑥 = sec 2 𝑥 𝑑𝑦
5. 𝑦 ′ = cos2 𝑥 cos 𝑦
7. 𝑥𝑑𝑦 − 2𝑦𝑑𝑥 = 𝑦 2 𝑑𝑥
For numbers 8 to 10, solve the following separable differential equations and determine
the constant of integration when initial conditions are indicated.
9. 𝑥 ln 𝑦 ln 𝑥 𝑑𝑦 + 𝑑𝑥 = 0 , when 𝑥 = 𝑒, 𝑦 = 1
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11. 5 x + 3xy + 18 y
3 2 3
12. x + y + x
1
13.
y+x
14. ( x )e x y
x y
15. tan − arccos
y x
16. 5 x + 3x + 6 y
x5
18. 4
x + y4
y x2
19. x ln + y ln 2
x y
20. (x 3 + y 3 )2
1
21. x 4 + xy 3 + x 2 y 2 − y 3
22. ln x (e x )
x− y
23.
x+ y
24. ln x + ln y
25. arctan x
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For numbers 26 to 31, Solve the following homogeneous equations. If initial conditions
are indicated, determine the value of the constant of integration and identify the
particular solution.
2𝑦+𝑥
26. 𝑦 ′ =
𝑥
For numbers 32 to 40, Linear Coefficients in Two Variables. Solve the following
equations.
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REFERENCES
Sergio E. Ymas Jr. Differential Equations (Simplified Approach). Sampaloc, Manila. Pablo.
L. Bustamante III Press, 1997.
Louis Leithold. The Calculus with Analytic Geometry. 6th ed. Harper & Row Publishers Inc.,
1990.
Clyde E. Love, Earl D. Rainville. Differential and Integral Calculus. 6th ed. The Macmillan
Co., 1961.
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LEARNING GUIDE
TOPIC/S
I. Integrating Factor
a. Exact Equations
b. Integrating Factor by Inspection
c. Integrating Factor by Formula
d. Linear Equations
e. Bernoulli Equations
f. Substitution Method
EXPECTED COMPETENCIES
At the end of the week after studying the module, the student should be able to:
1. test the exactness of the differential equation;
2. determine if the given differential equation takes the linear form or Bernoulli form;
3. identify the integrating factor of the following linear equations; and
4. solve the following differential equations using integrating factor methods.
CONTENT/TECHNICAL INFORMATION
Introduction
This lesson shall continue the discussion on the other methods of solving differential
equations by using integrating factor. In learning guide week no. 2, we studied the three
methods of solving differential equations. This chapter will introduce six more methods as
follows:
• Exact Equations
• Integrating Factor by Inspection
• Integrating Factor by Formula
• Linear Equations
• Bernoulli Equations
• Substitution Method
While exact equations is a preliminary topic to integrating factor, the rest of the five
methods shall deal concretely with the concept of integrating factor.
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Exact Equations
There are differential equations whose methods in the previous chapters will not apply
such as the following examples:
However, for the next method of solving differential equations, which we call as
exact, the above equations are solvable.
If 𝑀(𝑥, 𝑦) and 𝑁(𝑥, 𝑦) are continuous functions and have continuous first partial
derivative, then a necessary and sufficient condition that the different equation
𝑀 𝑑𝑥 + 𝑁 𝑑𝑦 = 0
to be exact is that
𝜕𝑀 𝜕𝑁
=
𝜕𝑦 𝜕𝑥
𝑀 = 2𝑥𝑦 + 𝑥 𝑁 = 𝑥2 + 𝑦
𝜕𝑀 𝜕𝑁
= 2𝑥 = 2𝑥
𝜕𝑦 𝜕𝑥
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38
𝜕𝐹
1. Set 𝜕𝑥 = 𝑀, or ∫ 𝑑𝐹 = ∫ 𝑀 𝑑𝑥 + 𝑇(𝑦), 𝑇(𝑦) the constant of Integration
𝜕𝐹
2. Obtain 𝜕𝑦 = 𝑁, or ∫ 𝑑𝐹 = ∫ 𝑁 𝑑𝑦
𝑑𝑇
3. The preceding steps gives, 𝑇 ′ (𝑦) = , or ∫ 𝑑𝑇 = ∫ 𝑓(𝑦)𝑑𝑦
𝑑𝑦
Note: Another solution is possible by interchanging the roles of 𝑥 and 𝑦, i.e. start with
𝜕𝐹
1. Set 𝜕𝑦 = 𝑁, or ∫ 𝑑𝐹 = ∫ 𝑁 𝑑𝑦 + 𝑇(𝑥), 𝑇(𝑥) the constant of Integration
𝜕𝐹
2. Obtain 𝜕𝑥 = 𝑀, or ∫ 𝑑𝐹 = ∫ 𝑀 𝑑𝑥
𝑑𝑇
3. The preceding steps gives, 𝑇 ′ (𝑦) = , or ∫ 𝑑𝑇 = ∫ 𝑓(𝑥)𝑑𝑥
𝑑𝑥
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**Technique for Solving solutions of DE: first check whether the variable is separable, if not, check the
homogeneity of the equation, if not, test the exactness.
Solutions to Example 1.
a. (2𝑥𝑦 + 𝑥) 𝑑𝑥 + (𝑥 2 + 𝑦)𝑑𝑦 = 0
Earlier, we tested the exactness of the equation and found out that the differential
equation is exact.
𝑀 = 2𝑥𝑦 + 𝑥 𝑁 = 𝑥2 + 𝑦
𝜕𝑀 𝜕𝑁
= 2𝑥 = 2𝑥
𝜕𝑦 𝜕𝑥
𝜕𝐹
Step 1. Set = 𝑀 = 2𝑥𝑦 + 𝑥
𝜕𝑥
𝜕𝐹 𝜕𝐹
Step 2. = 𝑥 2 + 𝑇 ′ (𝑦) ; =𝑁
𝜕𝑦 𝜕𝑦
𝑥 2 + 𝑇 ′ (𝑦) = 𝑥 2 + 𝑦
𝑇 ′ (𝑦) = 𝑦
𝑑𝑇
=𝑦
𝑑𝑦
Step 3. ∫ 𝑑𝑇 = ∫ 𝑦 𝑑𝑦
𝑦2
𝑇=
2
𝑦2
Step 4. Substitute in 𝑇(𝑦) to obtain the solution
2
𝑥2 𝑦2
𝐹 = 𝑥2𝑦 + + =𝐶
2 2
𝟐
𝒙𝟐 𝒚𝟐
𝒙 𝒚+ + =𝑪
𝟐 𝟐
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𝜕𝐹
Another Solution: Set 𝜕𝑦 = 𝑁
∫ 𝜕𝐹 = ∫(𝑥 2 + 𝑦) 𝜕𝑦
𝑦2
𝐹 = 𝑥2𝑦 + + 𝑇(𝑥)
2
𝜕𝐹
= 2𝑥𝑦 + 𝑇 ′ (𝑥) = 𝑀 = 2𝑥𝑦 + 𝑥
𝜕𝑥
∫ 𝑇 ′ (𝑥) = ∫ 𝑥
𝑥2
𝑇(𝑥) =
2
𝒚𝟐 𝒙𝟐
𝒙𝟐 𝒚 + + =𝑪
𝟐 𝟐
𝑀 = 3𝑥𝑦 2 𝑁 = 3𝑥 2 𝑦 + 4𝑦 3
𝜕𝑀 𝜕𝑁
= 6𝑥𝑦 = 6𝑥𝑦
𝜕𝑦 𝜕𝑥
Thus, the equation is exact.
𝑀 = 𝑥 + sin 𝑦 𝑁 = 𝑥 cos 𝑦 − 2𝑦
𝜕𝑀 𝜕𝑁
= cos 𝑦 = cos 𝑦
𝜕𝑦 𝜕𝑥
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d. (𝑥 3 + 𝑥𝑦 2 + 2𝑦)𝑑𝑥 + (𝑦 3 + 𝑥 2 𝑦 + 2𝑥)𝑑𝑦 = 0
Test the exactness of the equation:
𝑀 = 𝑥 3 + 𝑥𝑦 2 + 2𝑦 𝑁 = 𝑦 3 + 𝑥 2 𝑦 + 2𝑥
𝜕𝑀 𝜕𝑁
= 2𝑥𝑦 + 2 = 2𝑥𝑦 + 2
𝜕𝑦 𝜕𝑥
Thus, the equation is exact.
𝜕𝐹
= 𝑀 = 𝑥 3 + 𝑥𝑦 2 + 2𝑦
𝜕𝑥
∫ 𝜕𝐹 = ∫(𝑥 3 + 𝑥𝑦 2 + 2𝑦)𝜕𝑥 + 𝑇(𝑦)
3
𝑥𝑦 3
𝐹 =𝑥 𝑦+ + 2𝑥𝑦 + 𝑇(𝑦)
3
𝜕𝐹
= 𝑥 3 + 𝑥𝑦 2 + 2𝑥 + 𝑇 ′ (𝑦) = 𝑁
𝜕𝑦
𝑥 3 + 𝑥𝑦 2 + 2𝑥 + 𝑇 ′ (𝑦) = 𝑦 3 + 𝑥 2𝑦 + 2𝑥
∫ 𝑇 ′ (𝑦) = ∫ 𝑦 3
𝑦4
𝑇(𝑦) =
4
𝒙𝒚𝟑 𝒚𝟒
𝒙𝟑 𝒚 + + 𝟐𝒙𝒚 + =𝑪
𝟑 𝟒
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Recall the concept of exact differential equations which has bearings on the next
topics. The following are exact equations based on the test:
𝜕𝑀 𝜕𝑁
=
𝜕𝑦 𝜕𝑥
a. 𝑥 𝑑𝑦 + 𝑦 𝑑𝑥 = 0
1
b. 𝑥𝑦 𝑑𝑥 + 2 𝑥 2 𝑑𝑦 = 0
c. 𝑦 𝑒 𝑥𝑦 𝑑𝑥 + 𝑥 𝑒 𝑥𝑦 𝑑𝑦 = 0
1 𝑦
d. 𝑥 𝑑𝑦 − 𝑥 2 𝑑𝑥 = 0
The above are said to be exact equations, because we can associate each with an exact
differential, i.e.
a. 𝑥 𝑑𝑦 + 𝑦 𝑑𝑥 = 𝑑(𝑥𝑦)
1
b. 𝑥𝑦 𝑑𝑥 + 2 𝑥 2 𝑑𝑦 = 𝑑(𝑥 2 𝑦)
c. 𝑦 𝑒 𝑥𝑦 𝑑𝑥 + 𝑥 𝑒 𝑥𝑦 𝑑𝑦 = 𝑑(𝑒 𝑥𝑦 )
1 𝑦 𝑦
d. 𝑥 𝑑𝑦 − 𝑥 2 𝑑𝑥 = 𝑑 (𝑥 )
In general, the differential equation
𝑀 (𝑥, 𝑦) 𝑑𝑥 + 𝑁(𝑥, 𝑦) 𝑑𝑦 = 0
𝐼 [ 𝑀(𝑥, 𝑦) 𝑑𝑥 + 𝑁(𝑥, 𝑦) 𝑑𝑦 = 0 ]
Integrating Factors are generally obtained by inspection. The success of the method
depends on the user’s ability to recognize in given what a particular group of term composes
an exact differential equation. The following table of integrating factors may prove helpful.
1 𝑦𝑑𝑥 − 𝑥𝑑𝑦 𝑥
𝑦𝑑𝑥 − 𝑥𝑑𝑦 = 𝑑 ( )
𝑦2 𝑦2 𝑦
1 𝑥𝑑𝑦 − 𝑦𝑑𝑥 𝑥
𝑥𝑑𝑦 − 𝑦𝑑𝑥 = 𝑑 (− )
𝑦2 𝑦 2 𝑦
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1 𝑥𝑑𝑦 − 𝑦𝑑𝑥 𝑦
𝑥𝑑𝑦 − 𝑦𝑑𝑥 = 𝑑 ( )
𝑥2 𝑥2 𝑥
1 𝑥𝑑𝑦 − 𝑦𝑑𝑥 𝑦
𝑥𝑑𝑦 − 𝑦𝑑𝑥 = 𝑑 (arctan )
𝑥2 + 𝑦2 2
𝑥 +𝑦 2 𝑥
1 𝑥𝑑𝑦 + 𝑦𝑑𝑥
𝑥𝑑𝑦 + 𝑦𝑑𝑥 = 𝑑(ln 𝑥𝑦)
𝑥𝑦 𝑥𝑦
b. 𝑥𝑦 𝑑𝑦 − (𝑦 2 + 3𝑥 2 )𝑑𝑥 = 0
Solutions to Example 2.
a. (𝑥 2 + 𝑦 2 )𝑑𝑥 + 𝑥𝑦 𝑑𝑦 = 0
Proper grouping is important before determining an integrating factor. Notice, that
the first term must be treated independently because it is a pure function of 𝑥.
Here, the correct grouping must be done in the second and third terms, i.e.
𝑥 2 𝑑𝑥 + 𝑦 2 𝑑𝑥 + 𝑥𝑦𝑑𝑦 = 0
𝑥 2 𝑑𝑥 + 𝑦(𝑦𝑑𝑥 + 𝑥𝑑𝑦) = 0
Multiplying by 𝑥, we get
𝑥 3 𝑑𝑥 + 𝑥𝑦 (𝑦𝑑𝑥 + 𝑥𝑑𝑦) = 0
∫ 𝑥 3 𝑑𝑥 + ∫ 𝑥𝑦 (𝑦𝑑𝑥 + 𝑥𝑑𝑦) = 0
𝑥4
+ ∫ 𝑥𝑦 𝑑(𝑥𝑦) = 0
4
𝑥 4 (𝑥𝑦)2
+ =𝐶
4 2
𝑥 4 + 2(𝑥𝑦)2 = 𝐶
𝒙𝟒 + 𝟐𝒙𝟐 𝒚𝟐 = 𝑪 𝒐𝒓 𝒙𝟐 (𝒙𝟐 + 𝟐𝒚𝟐 ) = 𝑪
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b. 𝑥𝑦 𝑑𝑦 − (𝑦 2 + 3𝑥 2 ) 𝑑𝑥 = 0
𝑥𝑦 𝑑𝑦 − 𝑦 2 𝑑𝑥 − 3𝑥 2 𝑑𝑥 = 0
𝑦(𝑥𝑑𝑦 − 𝑦𝑑𝑥) − 3𝑥 2 𝑑𝑥 = 0
1
Multiplying by 𝑥 3 will make every term in appropriate grouping.
𝑦 𝑥𝑑𝑦 − 𝑦𝑑𝑥 3
( 2
) − 𝑑𝑥 = 0
𝑥 𝑥 𝑥
𝑦 𝑦 3
∫ 𝑑 ( ) − ∫ 𝑑𝑥 = 0
𝑥 𝑥 𝑥
1 𝑦 2
( ) − 3 ln 𝑥 = ln 𝐶
2 𝑥
𝑦2
= ln 𝑥 3 + ln 𝐶
2𝑥 2
𝒚𝟐 = 𝟐𝒙𝟐 𝐥𝐧 𝒙𝟑 𝑪
𝑥 2 𝑦 𝑑𝑥 − 𝑦 3 𝑑𝑥 + 𝑦𝑑𝑥 − 𝑥 3 𝑑𝑦 + 𝑥𝑦 2 𝑑𝑦 + 𝑥𝑑𝑦 = 0
𝑥 2 (𝑦𝑑𝑥 − 𝑥𝑑𝑦) − 𝑦 2 (𝑦𝑑𝑥 − 𝑥𝑑𝑦) + (𝑥𝑑𝑦 + 𝑦𝑑𝑥) = 0
𝑥 𝑦
∫ 𝑑 ( ) − ∫ 𝑑 (− ) + ∫(𝑥𝑦)−2 𝑑(𝑥𝑦) = 0
𝑦 𝑥
𝑥 𝑦 (𝑥𝑦)−1
+ + =𝐶
𝑦 𝑥 −1
𝒙𝟐 + 𝒚𝟐 − 𝟏 = 𝑪𝒙𝒚, or
𝒙𝟐 + 𝑪𝒙𝒚 + 𝒚𝟐 = 𝟏
Take note that 𝐶 can assume any constants, so upon transposition of the term
𝐶𝑥𝑦, the sign will not change.
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In a way, integrating factor can easily be obtained by using formulas. These formulas
involve the test of exactness.
𝜕𝑀 𝜕𝑁
=
𝜕𝑦 𝜕𝑥
which should be divided either by 𝑀 or 𝑁 of the given differential equation depending on the
result which should lead to pure function.
1. If
1 𝜕𝑀 𝜕𝑁
[ − ] = 𝑓(𝑥)
𝑁 𝜕𝑦 𝜕𝑥
2. If
1 𝜕𝑁 𝜕𝑀
[ − ] = 𝑔(𝑦)
𝑀 𝜕𝑥 𝜕𝑦
a function of 𝑦 alone, then
𝐼(𝑥, 𝑦) = 𝑒 ∫ 𝑔(𝑦)𝑑𝑦
Note: It should be noted at this point that if neither of the preceding criteria is satisfied, we
can say that the equation does not have an integrating factor that is a function of 𝑥 or
𝑦 alone.
Solution to Example 3.
𝑀 = 𝑥2 + 𝑦2 + 1 𝑁 = 𝑥(𝑥 − 2𝑦)
𝜕𝑀 𝜕𝑁
= 2𝑦 = 2𝑥 − 2𝑦
𝜕𝑦 𝜕𝑥
Since the equation is not exact, we therefore use Integrating Factor by Formula
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1 𝜕𝑀 𝜕𝑁 1
𝑓(𝑥) = [ − ]= [ 2𝑦 − (2𝑥 − 2𝑦) ]
𝑁 𝜕𝑦 𝜕𝑥 𝑥(𝑥 − 2𝑦)
4𝑦 − 2𝑥 2(2𝑦 − 𝑥)
𝑓(𝑥) = =
𝑥(𝑥 − 2𝑦) 𝑥(𝑥 − 2𝑦)
2
𝑓(𝑥) = −
𝑥
𝐼(𝑥, 𝑦) = 𝑥 −2
(1 + 𝑥 −2 𝑦 2 + 𝑥 −2 )𝑑𝑥 + (1 − 2𝑥 −1 𝑦)𝑑𝑦 = 0
𝑑𝑥 + 𝑥 −2 𝑦 2 𝑑𝑥 + 𝑥 −2 𝑑𝑥 + 𝑑𝑦 − 2𝑥 −1 𝑦𝑑𝑦 = 0
𝑑𝑥 + 𝑑𝑦 + 𝑥 −2 𝑑𝑥 + (𝑥 −2 𝑦 2 𝑑𝑥 − 2𝑥 −1 𝑦 𝑑𝑦) = 0
∫ 𝑑𝑥 + ∫ 𝑑𝑦 + ∫ 𝑥 −2 𝑑𝑥 + ∫ 𝑑(−𝑥 −1 𝑦 2 ) = 0
1 𝑦2
𝑥+𝑦− − =𝐶
𝑥 𝑥
𝒙𝟐 + 𝒙𝒚 − 𝟏 − 𝒚𝟐 = 𝑪𝒙
Solution to Example 4.
No integrating factor is immediately apparent; however, with the use of the formula as
follows:
𝜕𝑀 𝜕𝑁
− = (8𝑦 + 10𝑥 − 4) − (4𝑥 + 2𝑦 − 1) = 6𝑥 + 6𝑦 − 3 = 3(2𝑥 + 2𝑦 − 1)
𝜕𝑦 𝜕𝑥
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1 𝜕𝑀 𝜕𝑁 3(2𝑥 + 2𝑦 − 1) 3
𝑓(𝑥) = [ − ]= =
𝑁 𝜕𝑦 𝜕𝑥 𝑥(2𝑥 + 2𝑦 − 1) 𝑥
Thus, the integrating factor is
𝑑𝑥
𝐼 (𝑥, 𝑦) = 𝑒 ∫ 𝑓(𝑥)𝑑𝑥 = 𝑒 3 ∫ 𝑥 = 𝑒 3 ln 𝑥 = 𝑥 3
Multiplying the given equation by 𝑥 3 and regrouping, we obtain the exact equation as
follows:
𝑥 3 [ 2(2𝑦 2 + 5𝑥𝑦 − 2𝑦 + 4)𝑑𝑥 + 𝑥(2𝑥 + 2𝑦 − 1)𝑑𝑦 = 0 ]
4𝑥 3 𝑦 2 𝑑𝑥 + 10𝑥 4 𝑦𝑑𝑥 − 4𝑥 3 𝑦𝑑𝑥 + 8𝑥 3 𝑑𝑥 + 2𝑥 5 𝑑𝑦 + 2𝑥 4 𝑦𝑑𝑦 − 𝑥 4 𝑑𝑦 = 0
(4𝑥 3 𝑦 2 𝑑𝑥 + 2𝑥 4 𝑦𝑑𝑦) + (10𝑥 4 𝑦𝑑𝑥 + 2𝑥 5 𝑑𝑦) − (4𝑥 3 𝑦𝑑𝑥 + 𝑥 4 𝑑𝑦) + 8𝑥 3 𝑑𝑥 = 0
∫ 𝑑(𝑥 4 𝑦 2 ) + ∫ 𝑑(2𝑥 5 𝑦) − ∫ 𝑑(𝑥 4 𝑦) + ∫ 8𝑥 3 𝑑𝑥 = 0
𝑥 4 𝑦 2 + 2𝑥 5 𝑦 − 𝑥 4 𝑦 + 2𝑥 4 = 𝐶
𝒙𝟒 (𝒚𝟐 + 𝟐𝒙𝒚 − 𝒚 + 𝟐) = 𝑪
Solution to Example 5.
𝑀 = 𝑦(4𝑥 + 𝑦) 𝑁 = −2(𝑥 2 − 𝑦)
𝜕𝑀 𝜕𝑁
= 4𝑥 + 2𝑦 = −4𝑥
𝜕𝑦 𝜕𝑥
1 𝜕𝑁 𝜕𝑀 1
𝑔(𝑦) = [ − ]= [−4𝑥 − (4𝑥 + 2𝑦)]
𝑀 𝜕𝑥 𝜕𝑦 𝑦(4𝑥 + 𝑦)
−8𝑥 − 2𝑦 −2 (4𝑥 + 𝑦) 2
𝑔(𝑦) = = = −
𝑦(4𝑥 + 𝑦) 𝑦(4𝑥 + 𝑦) 𝑦
4𝑥𝑦 −1 𝑑𝑥 + 𝑑𝑥 − 2𝑥 2 𝑦 −2 𝑑𝑦 + 2𝑦 −1 𝑑𝑦 = 0
(4𝑥𝑦 −1 𝑑𝑥 − 2𝑥 2 𝑦 −2 𝑑𝑦) + 𝑑𝑥 + 2𝑦 −1 𝑑𝑦 = 0
𝑑𝑦
∫ 𝑑(2𝑥 2 𝑦 −1 ) + ∫ 𝑑𝑥 + 2 ∫ =0
𝑦
2𝑥 2 𝑦 −1 + 𝑥 + 2 ln 𝑦 = ln 𝐶
2
2𝑥
+ 𝑥 = − ln 𝑦 2 − ln 𝐶
𝑦
𝟐𝒙𝟐 + 𝒙𝒚 = −𝒚 𝐥𝐧 𝒚𝟐 𝑪
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PROGRESS CHECK
Activity Sheets
EXERCISE 3
Review on Integrating Factor (Exact Equations, Integrating Factor by Inspection,
Integrating Factor by Formula)
For numbers 1 to 10, test the exactness of the following differential equations. If exact,
solve the equation using the Steps for Finding the solution of Exact Equations.
1. 2𝑥𝑦 𝑑𝑥 + (𝑦 2 + 𝑥 2 )𝑑𝑦 = 0
1
2. (𝑥𝑦 + 𝑥 2 )𝑑𝑥 + 2 𝑥 2 𝑑𝑦 = 0
1 𝑦
8. 𝑑𝑦 − (𝑥 2 + 2 ln 𝑥 2 ) 𝑑𝑥 = 0
𝑥
1 𝑦 1 2𝑥
10. (𝑦 2 − 𝑥 2 ) 𝑑𝑥 + (𝑥 − 𝑦 3 − 2) 𝑑𝑦 = 0
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For numbers 11 to 20, solve the following differential equations using Integrating
Factor by Inspection.
1 𝑥
12. 𝑦 𝑑𝑥 − 𝑦 2 𝑑𝑦 = 0
1
13. (𝑥 + 3)−1 cos 𝑦 𝑑𝑥 − [sin 𝑦 ln(5𝑥 + 15) − 𝑦] 𝑑𝑦 = 0
16. 𝑥𝑑𝑦 − 𝑦 𝑑𝑥 = 𝑥 3 𝑦 2 𝑑𝑥
For numbers 21 to 29, solve the following differential equations using Integrating
Factor by Formula.
21. 𝑦 2 𝑑𝑥 + 𝑥𝑦 𝑑𝑦 = 0
22. 𝑥𝑦 2 𝑑𝑥 + 𝑥 2 𝑦𝑑𝑦 = 0
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Linear Equations
𝑑𝑥
− 𝑥𝑦 2 = 𝑦 𝑙𝑖𝑛𝑒𝑎𝑟 𝑖𝑛 𝑥
𝑑𝑦
𝑑𝑥
+ 3𝑥 2 = 𝑦
𝑑𝑦
Theorem 3.1
The integrating factor of the linear equation is given by
𝐼(𝑥, 𝑦) = 𝑒 ∫ 𝑃(𝑥)𝑑𝑥
Proof: Supposed 𝐼(𝑥), a pure fraction of 𝑥 alone, be the integrating factor of the
linear equation (1). Then by multiplying (1) by 𝐼(𝑥) gives
𝑑𝑦
𝐼(𝑥) + 𝐼(𝑥)𝑃(𝑥)𝑦 = 𝐼(𝑥) 𝑄(𝑥)
𝑑𝑥
𝐼(𝑥)𝑑𝑦 + 𝐼(𝑥)𝑃(𝑥) 𝑦 𝑑𝑥 = 𝐼(𝑥)𝑄(𝑥)𝑑𝑥
[𝐼(𝑥)𝑃(𝑥)𝑦 − 𝐼(𝑥)𝑄(𝑥)] 𝑑𝑥 + 𝐼(𝑥)𝑑𝑦 = 0
where
𝑀𝑑𝑥 + 𝑁𝑑𝑦 = 0
𝑀 = 𝐼(𝑥)𝑃(𝑥)𝑦 − 𝐼(𝑥)𝑄(𝑥) , and 𝑁 = 𝐼(𝑥)
Taking the partials
𝜕𝑀 𝜕𝑁
=
𝜕𝑦 𝜕𝑥
𝑑𝐼
𝐼(𝑥)𝑃(𝑥) =
𝑑𝑥
𝑑𝐼
∫ 𝑃(𝑥)𝑑𝑥 = ∫
𝐼(𝑥)
ln 𝐼(𝑥) = ∫ 𝑃(𝑥)𝑑𝑥
𝑒 ln 𝐼(𝑥) = 𝑒 ∫ 𝑃(𝑥)𝑑𝑥
𝐼(𝑥) = 𝑒 ∫ 𝑃(𝑥)𝑑𝑥
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4
Example 6. Solve 𝑦 ′ + (𝑥) 𝑦 = 𝑥 4
Solution to Example 6.
Knowing that the equation is in linear form, then the integrating factor
𝑑𝑦
+ 𝑃(𝑥)𝑦 = 𝑄(𝑥)
𝑑𝑥
𝑑𝑦 4
+ ( ) 𝑦 = 𝑥4
𝑑𝑥 𝑥
4
𝑃(𝑥) =
𝑥
4
𝐼(𝑥) = 𝑒 ∫𝑥𝑑𝑥 = 𝑒 4 ln 𝑥 = 𝑥 4
𝑥 4 𝑑𝑦 + 4𝑥 3 𝑦𝑑𝑥 = 𝑥 8 𝑑𝑥
∫ 𝑑(𝑥 4 𝑦) = ∫ 𝑥 8 𝑑𝑥
𝟒
𝒙𝟗
𝒙 𝒚= +𝑪
𝟗
Solution to Example 7.
The given equation in linear form is:
𝑑𝑦
−𝑥 + 𝑥 4 + 2𝑦 = 0
𝑑𝑥
𝑑𝑦 2
− ( ) 𝑦 = 𝑥3
𝑑𝑥 𝑥
𝑑𝑦 2
𝑥 −2 [ − ( ) 𝑦 = 𝑥3 ]
𝑑𝑥 𝑥
𝑥 −2 𝑑𝑦 − 2𝑥 −3 𝑦 𝑑𝑥 = 𝑥𝑑𝑥
∫ 𝑑(𝑥 −2 𝑦) = ∫ 𝑥𝑑𝑥
𝑦 𝑥2
= +𝐶
𝑥2 2
𝟐𝒚 = 𝒙𝟐 (𝒙𝟐 + 𝑪)
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Solution to Example 8.
𝑥𝑦 2 + 𝑥 2 𝑑𝑥
+ =0
𝑥𝑦 𝑑𝑦
𝑦𝑑𝑥 + 𝑥𝑑𝑦 = −𝑦 2 𝑑𝑦
∫ 𝑑(𝑥𝑦) = − ∫ 𝑦 2 𝑑𝑦
𝒚𝟑
𝒙𝒚 = − +𝑪
𝟑
Solution to Example 9.
𝑦 −1 𝑑𝑥 − 𝑥𝑦 −2 𝑑𝑦 = 𝑑𝑦
∫ 𝑑(𝑥𝑦 −1 ) = ∫ 𝑑𝑦
𝑥
=𝑦+𝐶
𝑦
𝒙 − 𝒚𝟐 = 𝑪𝒚
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Thus,
sin 2𝑥 𝑑𝑦 + 2𝑦 cos 2𝑥 𝑑𝑥 = sin 2𝑥 𝑑𝑥
∫ 𝑑(𝑦 sin 2𝑥 ) = ∫ sin 2𝑥 𝑑𝑥
1
𝑦 sin 2𝑥 = − cos 2𝑥 + 𝐶
2
𝟏
𝒚 = − 𝐜𝐨𝐭 𝟐𝒙 + 𝐂 𝐜𝐬𝐜 𝟐𝒙
𝟐
Bernoulli Equations
𝑑𝑦
+ 𝑃(𝑥)𝑦 = 𝑦 𝑛 𝑄(𝑥)
𝑑𝑥
The expression 𝑦 𝑛 , in terms of the dependent variable, is what makes it distinct from
the linear form. So, multiplying both sides of the Bernoulli equation by 𝑦 −𝑛 gives
𝑑𝑦
𝑦 −𝑛 + 𝑃(𝑥) 𝑦 −𝑛+1 = 𝑄(𝑥) (1)
𝑑𝑥
Let
𝑦 −𝑛+1 = 𝑧
(−𝑛 + 1) 𝑦 −𝑛 𝑑𝑦 = 𝑑𝑧 𝑜𝑟
𝑑𝑧
𝑦 −𝑛 𝑑𝑦 =
1−𝑛
𝑑𝑧
+ 𝑃(𝑥) 𝑧 = 𝑄(𝑥) 𝑜𝑟
(1 − 𝑛)𝑑𝑥
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𝑑𝑧
+ (1 − 𝑛)𝑃(𝑥) 𝑧 = (1 − 𝑛) 𝑄(𝑥) Linear in 𝑧
𝑑𝑥
where, (1 − 𝑛) is constant
The preceding solution is now linear in 𝑧, therefore we can now use the process in
solving solutions using linear equation method.
𝑑𝑦
𝑦 −2 − 𝑦 −1 = 𝑥
𝑑𝑥
Let
𝑦 −1 = 𝑧
−𝑦 −2 𝑑𝑦 = 𝑑𝑧 𝑜𝑟
𝑦 −2 𝑑𝑦 = −𝑑𝑧
By substitution, we get
𝑑𝑧 𝑑𝑧
− − 𝑧 = 𝑥 𝑜𝑟 + 𝑧 = −𝑥
𝑑𝑥 𝑑𝑥
𝐼 = 𝑒 ∫ 𝑃(𝑥)𝑑𝑥 = 𝑒 ∫ 𝑑𝑥 = 𝑒 𝑥
𝑒 𝑥 𝑑𝑧 + 𝑧 𝑒 𝑥 𝑑𝑥 = −𝑥𝑒 𝑥 𝑑𝑥
∫ 𝑑(𝑧𝑒 𝑥 ) = − ∫ 𝑥𝑒 𝑥 𝑑𝑥
To integrate ∫ 𝑥𝑒 𝑥 𝑑𝑥 use integration by parts
𝑢=𝑥 ∫ 𝑑𝑣 = ∫ 𝑒 𝑥 𝑑𝑥
𝑑𝑢 = 𝑑𝑥 𝑣 = 𝑒𝑥
∫ 𝑒 𝑥 𝑑𝑥 = 𝑥𝑒 𝑥 − ∫ 𝑒 𝑥 𝑑𝑥 = 𝑥𝑒 𝑥 − 𝑒 𝑥 + 𝐶
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Thus, we have
𝑧𝑒 𝑥 = −(𝑥𝑒 𝑥 − 𝑒 𝑥 ) + 𝐶
𝑧𝑒 𝑥 = −𝑥𝑒 𝑥 + 𝑒 𝑥 + 𝐶
Since 𝑧 = 𝑦 −1
𝑒𝑥
= −𝑥𝑒 𝑥 + 𝑒 𝑥 + 𝐶 𝑜𝑟
𝑦
𝒚−𝟏 = −𝒙 + 𝟏 + 𝑪𝒆−𝒙
𝑑𝑦 1 𝑥
− 𝑦=
𝑑𝑥 𝑥 𝑦
Notice that the equation in in Bernoulli form, therefore multiplying both sides by 𝑦
gives
𝑑𝑦 1 2
𝑦 − 𝑦 =𝑥
𝑑𝑥 𝑥
Let
𝑦2 = 𝑧
2𝑦𝑑𝑦 = 𝑑𝑧 𝑜𝑟
𝑑𝑧
𝑦𝑑𝑦 =
2
By substitution
𝑑𝑧 1 𝑑𝑧 2
− 𝑧=𝑥 𝑜𝑟 − 𝑧 = 2𝑥
2 𝑑𝑥 𝑥 𝑑𝑥 𝑥
𝑑𝑧
𝑥 −2 − 2𝑥 −3 𝑧 = 2𝑥 −1
𝑑𝑥
𝑥 −2 𝑑𝑧 − 2𝑥 −3 𝑧𝑑𝑥 = 2𝑥 −1 𝑑𝑥
𝑑𝑥
∫ 𝑑(𝑥 −2 𝑧) = 2 ∫
𝑥
𝑥 −2 𝑧 = 2ln 𝑥 + ln 𝐶
𝑥 −2 𝑧 = ln 𝑥 2 𝐶
Since 𝑧 = 𝑦 2 , therefore
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𝑦2
2
= ln 𝑥 2 𝐶 𝑜𝑟
𝑥
𝒚𝟐 = 𝒙𝟐 𝐥𝐧 𝒙𝟐 𝑪
It is interesting to observe that this was also given in homogeneous equation under
example 8.
Substitution Method
A differential equation 𝑀𝑑𝑥 + 𝑁𝑑𝑦 = 0 may not be possible to solve by any of the
previous methods, but solvable by substitution approach. This is done by change of variables
to transform the differential equation into a type which we know how to solve. The
substitution will be an appropriate method if we choose certain expression to represent as 𝑢
in the change of variables, then its differential 𝑑𝑢 must also be present in the given equation
and, thus, reducing the equation to a known method.
Illustrations:
a. (3 tan 𝑥 − 2 cos 𝑦) sec 2 𝑥 𝑑𝑥 + tan 𝑥 sin 𝑦 𝑑𝑦 = 0
𝑢 = tan 𝑥, 𝑑𝑢 = sec 2 𝑥 𝑑𝑥
c. (𝑘 𝑒 2𝑦 − 𝑥)𝑑𝑥 = 2𝑒 2𝑦 (𝑒 2𝑦 + 𝑘𝑥)𝑑𝑦
𝑢 = 𝑒 2𝑦 , 𝑑𝑢 = 2𝑒 2𝑦 𝑑𝑦
Let 𝑢 = sin 𝑦, since the differential 𝑑𝑢 = cos 𝑦 𝑑𝑦 is also present in the equation. By
substitution, we get
−𝑢 (𝑥 + 𝑢)𝑑𝑥 + 2𝑥 2 𝑑𝑢 = 0
𝑢 = 𝑣𝑥 , 𝑑𝑢 = 𝑣𝑑𝑥 + 𝑥𝑑𝑣
By substitution,
−𝑣𝑥(𝑥 + 𝑣𝑥)𝑑𝑥 + 2𝑥 2 (𝑣𝑑𝑥 + 𝑥𝑑𝑣) = 0
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−𝑣𝑥 2 𝑑𝑥 − 𝑣 2 𝑥 2 𝑑𝑥 + 2𝑣𝑥 2 𝑑𝑥 + 2𝑥 3 𝑑𝑣 = 0
−𝑣 2 𝑥 2 𝑑𝑥 + 𝑣𝑥 2 𝑑𝑥 + 2𝑥 3 𝑑𝑣 = 0
𝑣𝑥 2 (1 − 𝑣)𝑑𝑥 + 2𝑥 3 𝑑𝑣 = 0
𝑑𝑥 2𝑑𝑣
∫ +∫ =0
𝑥 𝑣(1 − 𝑣)
2 = 𝐴(1 − 𝑣) + 𝐵𝑣
Let 𝑣 = 0, then 𝐴 = 2. If 𝑣 = 1, then 𝐵 = 2. Thus, we have
𝑑𝑥 2 2
∫ + ∫( + ) 𝑑𝑣 = 0
𝑥 𝑣 1−𝑣
𝑑𝑥 𝑑𝑣 𝑑𝑣
∫ + 2∫ + 2∫ =0
𝑥 𝑣 1−𝑣
ln 𝑥 + 2 ln 𝑣 − 2 ln(1 − 𝑣) = ln 𝐶
ln 𝑥 + ln 𝑣 2 − ln(1 − 𝑣)2 = ln 𝐶
𝑥𝑣 2
ln = ln 𝐶
(1 − 𝑣)2
𝑥𝑣 2 = (1 − 𝑣)2 𝐶
Since 𝑣 = 𝑢/𝑥 , then
𝑢 2 𝑢 2
𝑥 ( ) = (1 − ) 𝐶
𝑥 𝑥
𝑥𝑢2 (𝑥 − 𝑢)2
= 𝐶
𝑥2 𝑥2
2 2
𝑥𝑢 = (𝑥 − 𝑢) 𝐶
Since 𝑢 = sin 𝑦, then
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𝑑𝑢
+ 𝑢 cot 𝑥 = −𝑥
𝑑𝑥
Therefore,
𝑢 sin 𝑥 = −(−𝑥 cos 𝑥 + sin 𝑥) + 𝐶
𝑢 sin 𝑥 = 𝑥 cos 𝑥 − sin 𝑥 + 𝐶
Since 𝑢 = ln 𝑦, we have
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PROGRESS CHECK
Activity Sheets
EXERCISE 4
Review on Integrating Factor (Linear Equation, Bernoulli Equation, Substitution
Method)
For numbers 1 to 10, determine if the equation takes the linear form, if so, find the
integrating factor and solve the solution of the given differential equation.
1. 𝑦 ′ + 𝑦 cot 𝑥 = 5𝑒 cos 𝑥
2. 𝑥𝑦 ′ = 𝑦 + 𝑥 3 + 3𝑥 2 − 2𝑥
4. 𝑑𝑦⁄𝑑𝑥 + 2𝑥𝑦 = 4𝑥
5. 𝑦 ′ + 𝑦 = sin 𝑥
6. 𝑦 ′ = 1 + 3𝑦 tan 𝑥
7. 2𝑥(𝑦 − 𝑥 2 )𝑑𝑥 + 𝑑𝑦 = 0
8. 𝑦 ′ = csc 𝑥 − 𝑦 cot 𝑥
10. 𝑦 ′ − 𝑥 + 2𝑦 cot 2𝑥 = 0
𝑑𝑦 𝑦
11. 𝑑𝑥 + 𝑥 = 𝑥𝑦 2
𝑑𝑦 𝑥
12. 𝑑𝑥 + 𝑦 = 𝑦
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𝑑𝑦 𝑦 𝑥
13. 𝑑𝑥 + 𝑥 = 𝑦
14. 𝑦 ′ + 𝑥𝑦 = 𝑥𝑦 2
1
3
15. 𝑦 ′ − 𝑥 𝑦 = 𝑥 4 𝑦 3
16. 𝑦 ′ + 𝑦 = 𝑦 2
𝑑𝑥
17. 𝑑𝑦 + 𝑦 2 𝑥 = 𝑥 2 𝑦 2
19. 2𝑥 3 𝑦 ′ = 𝑦(𝑦 2 + 3𝑥 2 )
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REFERENCES
Sergio E. Ymas Jr. Differential Equations (Simplified Approach). Sampaloc, Manila. Pablo.
L. Bustamante III Press, 1997.
Louis Leithold. The Calculus with Analytic Geometry. 6th ed. Harper & Row Publishers Inc.,
1990.
Clyde E. Love, Earl D. Rainville. Differential and Integral Calculus. 6th ed. The Macmillan
Co., 1961.
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LEARNING GUIDE
TOPIC/S
EXPECTED COMPETENCIES
At the end of the week after studying the module, the student should be able to:
1. apply methods in solving solutions of first order differential equations in real life
problems.
CONTENT/TECHNICAL INFORMATION
Introduction
Many real-life problems involve differential equations of order one. Two physical
applications shall be considered in this topic – the Newton’s Law of Cooling and Decay,
Growth Problems.
Newton’s Law of Cooling 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.
𝑑𝑇
∝ (𝑇 − 𝑇𝑚 )
𝑑𝑡
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 = −𝑘 (𝑇 − 𝑇𝑚 ), 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. Note
that in such a process, 𝑇 is greater than 𝑇𝑚 ; thus 𝑇 − 𝑇𝑚 is positive.
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Example 1.
Solution to Example 1.
Given 𝑇𝑚 = 0; the medium here is the room which is being held at a constant temperature of
0℉. Thus, we have 𝑑𝑇⁄𝑑𝑡 + 𝑘𝑇 = 0, a linear equation whose solution is
𝑇 = 𝑐𝑒 −𝑘𝑡 (1)
Since 𝑇 = 100 at 𝑡 = 0 (the temperature of the bar is initially 100℉), it follows from
(1) that
100 = 𝑐𝑒 −𝑘(0)
100 = 𝑐
Substituting this value into (1), we obtain
Substituting this value into (2), we obtain the temperature of the bar at any time 𝑡 as
𝑇 = 100𝑒 −0.035 (3)
(b) We require 𝑇 when 𝑡 = 10. Substituting 𝑡 = 10 into (3) and then solving for 𝑇,
we find that
𝑇 = 100𝑒 (−0.035)(10) = 100 (0.705) = 𝟕𝟎. 𝟓℉
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Example 2.
𝑑𝜃
Assume that a body cools according to Newton’s Law 𝑑𝑡 = −𝑘𝜃 where 𝜃 is the
difference between the temperature 𝑇 of the body and that of the surrounding air. Find the
temperature 𝑇 at time 𝑡 of a boiler of water cooling in air at 0°𝐶 if the water is initially
boiling at 100℃ and the temperature dropped 10℃ during the first 20 min. Also, find the
time for the temperature of the water to drop from 90℃ to 80℃ and the temperature of the
water after 90 mins.
Solution to Example 2.
𝑑𝜃
= −𝑘𝜃 𝑤ℎ𝑒𝑟𝑒 𝜃 = 𝑇 − 𝑇𝑚
𝑑𝑡
𝑑𝜃
= −𝑘𝑑𝑡
𝜃
𝑑𝜃
∫ = ∫ −𝑘𝑑𝑡
𝜃
ln 𝜃 = −𝑘𝑡 + ln 𝐶
𝜃
ln = −𝑘𝑡
𝐶
𝜃 = 𝐶𝑒 −𝑘𝑡
𝑇 − 𝑇𝑚 = 𝐶𝑒 −𝑘𝑡
when 𝑡 = 0, 𝑇 = 100℃, 𝑇𝑚 = 0℃
substituting,
100℃ = 𝐶𝑒 −𝑘(0)
𝐶 = 100
thus,
𝑇 = 100𝑒 −𝑘𝑡
𝑇 − 𝑇𝑚 = 100𝑒 −𝑘𝑡
𝑇 = 90℃, 𝑇𝑚 = 0℃,
90 = 100𝑒 −𝑘(20)
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The time required for temperature to drop from 100℃ to 90℃ is 20 minutes.
The time required for the temperature to drop from 100℃ to 80℃ is:
𝑡
80 = 100(0.9)20
𝑡
0.8 = (0.9)20
𝑡
ln 0.8 = ln(0.9)20
𝑡
ln 0.8 = ln(0.9)
20
20 ln 0.8
𝑡= = 42.36 𝑚𝑖𝑛.
ln 0.9
Therefore, the time required for temperature to drop from 90 to 80℃ is
Example 3.
Solution to Example 3.
𝑡 = 10 𝑚𝑖𝑛. , 𝑇 = 0℉
𝑡 = 20 𝑚𝑖𝑛. , 𝑇 = 15℉
Solving we obtain,
𝑇 = 𝐶𝑒 −𝑘𝑡 + 30 (1)
at 𝑡 = 10, 𝑇 = 0.
0 = 𝐶𝑒 −10𝑘 + 30 or 𝐶𝑒 −10𝑘 = −30 (2)
at 𝑡 = 20, 𝑇 = 15
15 = 𝐶𝑒 −20𝑘 + 30 or 𝐶𝑒 −20𝑘 = −15 (3)
15
(− ) 𝑒 −10𝑘 = −30
𝑒 −20𝑘
𝑒 10𝑘 = 2
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ln 𝑒 10𝑘 = ln 2
1
𝑘= ln 2 = 0.069
10
and
𝐶 = −30𝑒 10𝑘 = −30(2) = −60
Substituting these values into equation (1), we have for the temperature of the body at
any time 𝑡
𝑇 = (−60)𝑒 −0.069𝑡 + 30
Let 𝑁(𝑡) denote the amount of substance (or population) that is either growing or
decaying. If assume that 𝑑𝑁⁄𝑑𝑡, the time rate of change of this amount of substance, is
proportional to the amount of substance present,
𝑑𝑁
∝𝑁
𝑑𝑡
then,
𝑑𝑁 𝑑𝑁
= 𝑘𝑁 𝑜𝑟 − 𝑘𝑁 = 0
𝑑𝑡 𝑑𝑡
Example 4.
If the population of a country doubles in 50 years, in how many years will it treble under
the assumption that the rate of increase is proportional to the number of inhabitants?
Solution to Example 4.
𝑑𝑁
= 𝑘𝑁
𝑑𝑡
𝑑𝑁
∫ = ∫ 𝑘𝑑𝑡
𝑁
ln 𝑁 = 𝑘𝑡 + ln 𝐶
𝑁
ln = 𝑘𝑡
𝐶
𝑵 = 𝑪𝒆𝒌𝒕
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1
3𝑁0 = 𝑁0 𝑒 50 ln 2𝑡
1
3 = 𝑒 50 ln 2𝑡
1
ln 3 = ln 𝑒 50 ln 2𝑡
1
ln 3 = ln 2 𝑡
50
50 ln 3
𝑡= = 𝟕𝟗 𝒚𝒆𝒂𝒓𝒔
ln 2
Example 5.
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% 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 of its initial mass.
Solution to Example 5.
(a) Let 𝑁 denote the amount of materials present at time 𝑡.
𝑁 = 𝐶𝑒 𝑘𝑡 (1)
50 = 𝐶𝑒 𝑘(0)
𝐶 = 50
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Substituting to (1)
𝑁 = 50𝑒 𝑘𝑡 (2)
At 𝑡 = 2, 10% of the original mass of 50 mg, or 5 mg, has decayed. Hence, at 𝑡 = 2,
𝑁 = 50 − 5 = 45 mg. Substituting these values to equation (2) in order to solve for
𝑘, we have
45 = 50𝑒 𝑘(2)
45
ln = ln 𝑒 2𝑘
50
1 45
ln = 𝑘 = −0.053
2 50
Substituting these values to (2), we obtain the amount of mass present at any time 𝑡 as
(b) At 𝑡 = 4, 𝑁 is
𝑁 = 50𝑒 −0.053(4) = 50 (0.809) = 𝟒𝟎. 𝟓 mg
50
(c) the time at which the material has decayed to ½ of its initial mass, 𝑁 = = 25 mg,
2
is
25 = 50𝑒 −0.053(𝑡)
1 25
− ln = 𝑡 = 𝟏𝟑 𝒉𝒐𝒖𝒓𝒔
0.053 50
Example 6.
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 number of strands of the bacteria present in the culture
at any time t and (b) the number strands of the bacteria originally in the culture.
Solution to Example 6.
(a) The solution to this differential equation is
𝑁 = 𝑐𝑒 𝑘𝑡 (1)
At 𝑡 = 1, 𝑁 = 1000; hence,
1000 = 𝐶𝑒 𝑘 (2)
At 𝑡 = 4, 𝑁 = 3000; hence,
3000 = 𝐶𝑒 4𝑘 (3)
Solving (2) and (3) for 𝑘 and 𝐶, we find
𝑘 = 1⁄3 ln 3 = 0.366 and 𝐶 = 1000𝑒 0.366 = 694
Substituting these values of 𝑘 and 𝐶 into (1), we obtain
𝑵 = 𝟔𝟗𝟒𝒆𝟎.𝟑𝟔𝟔𝒕
as an expression for the amount of the bacteria present at any time 𝑡.
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(b) At 𝑡 = 0, 𝑁 is
𝑁 = 694𝑒 0.366(0) = 𝟔𝟗𝟒.
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PROGRESS CHECK
Activity Sheets
EXERCISE 5
Review on Applications of Differential Equations of Order One
2. A thermometer reading 18℉ is brought into a room where the temperature is 70℉; 1
minute later the thermometer reading is 31℉. Determine the temperature reading as a
function of time and, in particular, find the temperature reading 5 minutes after the
thermometer is first brought into the room.
3. A thermometer reading 75℉ is taken out where the temperature is 20℉, the reading is
30℉ 4 minutes later. Find (a) the thermometer reading 7 minutes after the
thermometer was brought outside, and (b) the time taken for the reading to drop from
75℉ to within a half degree of the air temperature.
Growth and Decay
4. The population of a certain state is known to grow at a rate proportional to the number
of people presently living in the state. If after 10 years the population has trebled and
if after 20 years the population is 150, 000, find the number of people initially living
in the state.
5. In a culture of yeast, the amount of active ferment grows at a rate proportional to the
amount present. If the amount doubles in 1 hour, how many times the original amount
may be anticipated at the end of 2.75 hours.
6. A certain radioactive material is known to decay at a rate proportional to the amount
present. If initially there are 100 milligrams of the material present, and if after two
years it is observed that 5% of the original mass has decayed, find (a) an expression
for the mass at any time 𝑡 and (b) the time necessary for the 10% of the original mass
to have decayed.
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8. Water leaks from a cylinder with axis vertical through a small orifice in its base at a
rate proportional to the square root of the volume remaining any time. If the cylinder
contains 64 gal. initially and 15 gal. leak out the first day, when will 25 gal. remains?
How much will remain at the end of 4 days?
Ans. 3 days, 16 gal.
9. If 𝐼 represents the intensity of light which has penetrated water to a depth of 𝑥 ft., then
4
the rate of change of 𝐼 is proportional to 𝐼. If 𝐼 at depth 30 ft is the intensity at the
9
surface, find the intensities at depths 60 ft and 180 ft.
256
Ans. 𝐼 = 6561 𝐼𝑜
10. A boat with its load weighs 382 lb. If the force exerted upon the boat by the motor in
the direction of motion is equivalent to a constant force of 15 lb., if the resistance (in
pounds) to motion is equal to twice the speed (in ft. per second) that is 2𝑣 lb., and if
the boat starts from rest, find the speed of (a) 𝑡 seconds; (b) after 10 seconds (c) when
𝑡 = ∞, that is, the limiting speed.
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REFERENCES
Sergio E. Ymas Jr. Differential Equations (Simplified Approach). Sampaloc, Manila. Pablo.
L. Bustamante III Press, 1997. Chapter 4.
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for EDUCATIONAL PURPOSES ONLY and is NOT FOR SALE NOR FOR REPRODUCTION.
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LEARNING GUIDE
TOPIC/S
EXPECTED COMPETENCIES
At the end of the week after studying the module, the student should be able to:
1. use the exponential shifts to solve the differential equation;
2. solve solutions of general linear homogeneous differential equations using auxiliary
equation methods:
a. distinct real roots;
b. repeated real roots;
c. distinct imaginary roots; and
d. repeated imaginary roots.
CONTENT/TECHNICAL INFORMATION
Differential Operators
𝑑𝑦
Aside from the notation 𝑦 ′ = , we shall define and introduce other notations for
𝑑𝑥
differentiation. We shall define 𝐷 as a differential operator, and
𝑑𝑦
𝐷𝑦 = , 1st differentiation with respect to 𝑥.
𝑑𝑥
𝑑2𝑦
𝐷2 𝑦 = , 2nd differentiation with respect to 𝑥.
𝑑𝑥 2
𝑑𝑘 𝑦
𝐷𝑘 𝑦 = , kth differentiation with respect to 𝑥.
𝑑𝑥 𝑘
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The above relation shows how to shift an exponential factor, from the left of the
differential operator to the right of the operator.
Solution to Example 1.
Multiply the equation by 𝑒 2𝑥
𝑒 2𝑥 (𝐷 + 2)3 𝑦 = 0
Applying exponential shift leads to
𝐷3 (𝑒 2𝑥 𝑦) = 0
Integrating three times,
𝐷2 (𝑒 2𝑥 𝑦) = 𝑐1
𝐷(𝑒 2𝑥 𝑦) = 𝑐1 𝑥 + 𝑐2
𝑒 2𝑥 𝑦 = 𝑐1 𝑥 2 + 𝑐2 𝑥 + 𝑐3
Thus, the solution is given by
𝒚 = 𝒆−𝟐𝒙 (𝒄𝟏 𝒙𝟐 + 𝒄𝟐 𝒙 + 𝒄𝟑 ).
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𝑑𝑛 𝑦 𝑑𝑛−1 𝑦 𝑑𝑦
𝑎0 𝑛
+ 𝑎1 𝑛−1
+ ⋯ + 𝑎𝑛−1 + 𝑎𝑛 𝑦 = 0
𝑑𝑥 𝑑𝑥 𝑑𝑥
𝑓(𝐷)𝑦 = 0
𝑓(𝐷)𝑦 = 𝑓(𝐷)𝑒 𝑚𝑥 = 0.
𝑦 = 𝑐𝑒 𝑚𝑥 , 𝑐 constant
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𝑦 = 𝑐1 𝑒 (0)𝑥 + 𝑐2 𝑒 2𝑥 + 𝑐3 𝑒 (−1)𝑥
𝒚 = 𝒄𝟏 + 𝒄𝟐 𝒆𝟐𝒙 + 𝒄𝟑 𝒆−𝒙
Note: The arrangement of roots of auxiliary equation doesn’t affect the particular solution.
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𝒚 = 𝒄𝟏 𝒆(−𝟏+√𝟐)𝒙 + 𝒄𝟐 𝒆(−𝟏−√𝟐)𝒙
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0 = 𝑐1 𝑒 3(0) + 𝑐2 𝑒 −(0)
0 = 𝑐1 + 𝑐2
𝑐1 = −𝑐2
When 𝑥 = 0, 𝑦 ′ = 4, substitute these values using eq. 2,
𝒚 = 𝒆𝟑𝒙 − 𝒆−𝒙
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𝒚 = 𝒆𝒂𝒙 (𝒄𝟏 + 𝒄𝟐 𝒙)
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Solution to Example 7.
First, express the given differential equation in terms of differential operator 𝐷,
𝐷3 𝑦 − 𝐷2 𝑦 − 𝐷𝑦 + 𝑦 = 0
(𝐷3 − 𝐷2 − 𝐷 + 1)𝑦 = 0
The auxiliary equation is
𝑓(𝑚) = 𝑚3 − 𝑚2 − 𝑚 + 1 = 0
(𝑚 − 1)2 (𝑚 + 1) = 0
The roots of auxiliary equation are −1, 1, 1. Thus the general solution is a combination of
case 1 and case 2. For root −1 the solution fall on case 1, and for root 1 (repeated) the
equation falls on case 2. Thus, the general solution is,
𝒚 = 𝒄𝟏 𝒆−𝒙 + 𝒆𝒙 (𝒄𝟐 + 𝒄𝟑 𝒙)
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𝑐1 = 1
when 𝑥 = 0, 𝑦 ′ = −1, use eq. 2
−1 = 𝑐2 − 2𝑐1
since 𝑐1 = 1, therefore 𝑐2 = 1
Substituting the values of 𝑐1 and 𝑐2 to equation 1, the particular solution is
𝒚 = 𝒆−𝟐𝒙 (𝟏 + 𝒙)
If we let (𝑐3 + 𝑐4 ) = 𝑐1 and (𝑖𝑐3 − 𝑖𝑐4 ) = 𝑐2 , where 𝑐1 and 𝑐2 are new arbitrary constants,
then the general solution for case 3: Distinct Imaginary Root is
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𝑚2 + 1 = 0 𝑚2 = 1
𝑚2 = −1 𝑚 = ±1
𝑚 = ±𝑖 𝑚 = 1, 𝑚 = −1
From the roots of auxiliary equation, the general solution is a combination of case 1 for 𝑚 =
±1 and case 3 with 𝛼 = 0 and 𝛽 = 1, then the general solution is
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PROGRESS CHECK
Activity Sheets
EXERCISE 6
Review on Differential Operator, Solutions of General Linear Homogeneous Equations
For number 1 to 10, use the exponential shifts to find the general solution.
1. (𝐷 + 9)4 𝑦 = 0 2. (𝐷 − 2)8 𝑦 = 0
3. (𝐷 + 7)5 𝑦 = 0 4. (𝐷 − 4)6 𝑦 = 0
5. (𝐷 + 1)10 𝑦 = 0 6. (𝐷 + 8)𝑦 = 0
7. (𝐷 − 3)5 𝑦 = 0 8. (𝐷 − 1)9 𝑦 = 0
9. (𝐷 + 6)2 𝑦 = 0 10. (𝐷 − 5)7 𝑦 = 0
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For numbers 51 to 54, find the particular solution of the following differential equation.
51. (𝐷3 − 3𝐷 − 2)𝑦 = 0 when 𝑥 = 0, 𝑦 = 0, 𝑦 ′ = 9, 𝑦 ′′ = 0
2
52. (𝐷 − 𝐷 − 6)𝑦 = 0 when 𝑥 = 0, 𝑦 = 0 and when 𝑥 = 1, 𝑦 = 𝑒 3
53. (𝐷3 + 6𝐷2 + 12𝐷 + 8)𝑦 = 0 when 𝑥 = 0, 𝑦 = 1, 𝑦 ′ = −2, 𝑦 ′′ = 2
54. (𝐷3 + 7𝐷2 + 19𝐷 + 13)𝑦 = 0 when 𝑥 = 0, 𝑦 = 0, 𝑦 ′ = 2, 𝑦 ′′ = −12
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REFERENCES
Sergio E. Ymas Jr. Differential Equations (Simplified Approach). Sampaloc, Manila. Pablo.
L. Bustamante III Press, 1997. Chapter 5, 6.
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for EDUCATIONAL PURPOSES ONLY and is NOT FOR SALE NOR FOR REPRODUCTION.
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LEARNING GUIDE
TOPIC/S
EXPECTED COMPETENCIES
At the end of the week after studying the module, the student should be able to:
1. solve non-homogeneous linear equations;
2. know how to construct homogeneous linear equation satisfied by the given functions;
and
3. solve solutions of given differential equation having a constant right member.
CONTENT/TECHNICAL INFORMATION
or simply
𝑓(𝐷)𝑦 = 0
In the previous lesson, we were concerned with the solutions of the homogeneous
equations by first finding the roots of the auxiliary equations and, finally, the solution. Now,
intend to reverse the process, i.e. we are given the solution in terms of a function and we need
to find the corresponding homogeneous equation.
For example, if 𝑦 = 4𝑒 𝑥 + 5 − 2𝑥𝑒 −𝑥 , then for the term 4𝑒 𝑥 , we associate 𝑚 = 1, or
𝑚 − 1; for the constant term, we associate 𝑚 = 0, or simply 𝑚; for the term −2𝑥𝑒 −𝑥 , we
associate 𝑚 = −1, −1, or (𝑚 + 1)2. Thus, the auxiliary equation is
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Example 1. Obtain the homogeneous linear equation satisfied by the following given
functions:
a. 𝑦 = 2𝑥 2 − 4𝑒 −3𝑥
b. 𝑦 = 33𝑥 cos 2𝑥
c. 𝑦 = 𝑥 2 (𝑒 5𝑥 + 4)
d. 𝑦 = 𝑥(cos 2𝑥 + 𝑒 𝑥 )
Solution to Example 1.
a. For the term 2𝑥 2 , associate 𝑚 = 0, 0, and for −4𝑒 −3𝑥 , we have 𝑚 = −3. Then the
auxiliary equation is
𝑓(𝑚) = 𝑚2 (𝑚 + 3) = 0
b. For the term 𝑒 3𝑥 cos 2𝑥, associate 𝑚 = 3 ± 2𝑖. The corresponding auxiliary equation
is
𝑓(𝑚) = [𝑚 − (3 + 2𝑖)] [𝑚 − (3 − 2𝑖)] = 0
[(𝑚 − 3) − 2𝑖][(𝑚 − 3) + 2𝑖] = 0
(𝑚 − 3)2 − (2𝑖)2 = 0
𝑚2 − 6𝑚 + 9 + 4 = 0
𝑚2 − 6𝑚 + 13 = 0
Thus, the desired equation is
(𝐷2 − 6𝐷 + 13)𝑦 = 0
𝐷3 (𝐷 − 5)3 𝑦 = 0, or
(𝐷2 − 5𝐷)3 𝑦 = 0.
d. The roots of the auxiliary equation are imaginary because of the presence of cos 2𝑥.
Also, since there is 𝑥 the coefficient of cos 2𝑥, then the imaginary roots are repeated.
In the imaginary roots, 𝑎 = 0 and 𝑏 = 2. Thus, we have the auxiliary equation
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(𝐷2 + 4)2 𝑦 = 0.
The presence of 𝑅(𝑥) is what makes it distinct from the homogeneous linear equations. The
more compact form of the homogeneous equation is
𝑓(𝐷)𝑦 = 𝑅(𝑥)
If 𝑦𝑐 is the solution of the homogeneous equation 𝑓(𝐷)𝑦 = 0 and let 𝑦𝑝 be any particular
solution, then the general solution of
𝑓(𝐷)𝑦 = 𝑅(𝑥) (1)
is given by
𝑦 = 𝑦𝑐 + 𝑦𝑝
Various methods may apply for obtaining the solution of the equation (1). However, the most
useful and actual working technique is by the method called equating coefficients.
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91
Equating the right side of the computation to the given 𝑅(𝑥) gives
4𝐵𝑒 −𝑥 + 2𝐴 + 2𝐵𝑒 −𝑥 = 2𝑒 −𝑥 + 8
Solution to Example 3.
The left side of the equation is the same as with Example 2, the roots are 𝑚 = 2, and 1. Thus,
𝒚𝒄 = 𝒄𝟏 𝒆𝟐𝒙 + 𝒄𝟐 𝒆𝒙
Now, solving for the right side of equation
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If 𝑚 is the root of 𝑅(𝑥) = 0, then 𝑚 = 0, 0, 0, i.e. the root being repeated three times because
of the presence of 𝑥 2 . Let
𝑦𝑝 = 𝐴𝑒 0𝑥 + 𝐵𝑥𝑒 0𝑥 + 𝐶𝑥 2 𝑒 0𝑥 , or
𝑦𝑝 = 𝐴 + 𝐵𝑥 + 𝐶𝑥 2
Then by differentiation:
𝐷𝑦𝑝 = 𝐵 + 2𝐶𝑥
𝐷2 𝑦𝑝 = 2𝐶
𝒚 = 𝒄𝟏 𝒆𝟐𝒙 + 𝒄𝟐 𝒆𝒙 + 𝟒 + 𝟑𝒙 + 𝒙𝟐
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For example, in
(𝐷2 + 4)𝑦 = 12
we have 𝑏𝑛 = 4 and 𝑅0 = 12. Thus, the particular solution is
𝑅0 12
𝑦𝑝 = = =3
𝑏𝑛 4
Solution to Example 4.
The auxiliary equation is
𝑓(𝑚) = 𝑚2 − 𝑚 − 2 = (𝑚 − 2)(𝑚 + 1) = 0
whose roots are 𝑚 = −2, −1. Thus
𝑦𝑐 = 𝑐1 𝑒 −𝑥 + 𝑐2 𝑒 2𝑥
For the particular solution 𝑏𝑛 = −2 and 𝑅0 = 30. Then, we have
30
𝑦𝑝 = = −15
−2
Thus, the general solution is
𝑦 = 𝑦𝑐 + 𝑦𝑝
𝒚 = 𝒄𝟏 𝒆−𝒙 + 𝒄𝟐 𝒆𝟐𝒙 − 𝟏𝟓
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Suppose 𝑏𝑛 = 0. This means that there is the lowest-ordered derivative present in the
differential equation written as
(𝑏0 𝐷𝑛 + ⋯ + 𝑏𝑘 𝐷𝑘 )𝑦 = 𝑅0
Then the solution is given by
𝑅0 𝑥 𝑘
𝑦𝑝 =
𝑘! 𝑏𝑘
Since there is constant term in 𝑓(𝐷)𝑦 = 0, then the solution with 𝑘 = 3 (lowest-ordered
derivative) is
𝑅0 𝑥 𝑘 12 𝑥 3 𝑥3
𝑦𝑝 = = =−
𝑘! 𝑏𝑘 3! (−6) 3
Therefore, general solution is
𝑦 = 𝑦𝑐 + 𝑦𝑝
𝒙𝟑
𝒚 = 𝒄𝟏 𝒆𝟔𝒙 + 𝒄𝟐 + 𝒄𝟑 𝒙 + 𝒄𝟒 𝒙𝟐 −
𝟑
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PROGRESS CHECK
Activity Sheets
EXERCISE 7
Review on Nonhomogeneous Equations
2. 𝑦 = 5 − 2𝑥 + 𝑒 4𝑥 7. 𝑦 = 𝑒 2𝑥 cos 5𝑥
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REFERENCES
Sergio E. Ymas Jr. Differential Equations (Simplified Approach). Sampaloc, Manila. Pablo.
L. Bustamante III Press, 1997. Chapter 7.
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LEARNING GUIDE
TOPIC/S
EXPECTED COMPETENCIES
At the end of the week after studying the module, the student should be able to:
1. solve differential equations using different methods:
a. the reduction of order;
b. the variation of parameters; and
c. exponential shift.
CONTENT/TECHNICAL INFORMATION
This lesson presents two methods for solving differential equations – the reducing of
order and the variation of parameters.
Reduction of Order
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Solution to Example 1.
The roots of auxiliary equation 𝑓(𝑚) = 𝑚2 − 1 = 0 are 𝑚 = 1, −1. Thus, we have the
complementary solution as
𝑦𝑐 = 𝑐1 𝑒 𝑥 + 𝑐2 𝑒 −𝑥
For the transformation, let
𝑦 = 𝑣𝑒 𝑥
𝑦 ′ = 𝑣𝑒 𝑥 + 𝑣 ′ 𝑒 𝑥
𝑦 ′′ = 𝑣𝑒 𝑥 + 𝑣 ′ 𝑒 𝑥 + 𝑣 ′ 𝑒 𝑥 + 𝑣 ′′ 𝑒 𝑥
= 𝑣 ′′ 𝑒 𝑥 + 2𝑣 ′ 𝑒 𝑥 + 𝑣𝑒 𝑥
Substituting in the given equation gives
(𝑣 ′′ 𝑒 𝑥 + 2𝑣 ′ 𝑒 𝑥 + 𝑣𝑒 𝑥 ) − 𝑣𝑒 𝑥 = 𝑒 2𝑥
𝑣 ′′ 𝑒 𝑥 + 2𝑣 ′ 𝑒 𝑥 = 𝑒 2𝑥
𝑣 ′′ + 2𝑣 ′ = 𝑒 𝑥
Let 𝑧 = 𝑣 ′ , then
𝑧 ′ + 2𝑧 = 𝑒 𝑥
Which is now linear in 𝑧. Then the integrating factor is
𝐼 = 𝑒 ∫ 2𝑑𝑥 = 𝑒 2𝑥
Multiplying both sides of the linear equation in 𝑧 by 𝑒 2𝑥 , we have:
𝑒 2𝑥 𝑧 ′ + 2𝑧 𝑒 2𝑥 = 𝑒 3𝑥
𝑒 2𝑥 𝑑𝑧 + 2𝑧𝑒 2𝑥 𝑑𝑥 = 𝑒 3𝑥 𝑑𝑥
𝑑(𝑧𝑒 2𝑥 ) = 𝑒 3𝑥 𝑑𝑥
Integrating:
1 3𝑥
𝑧𝑒 2𝑥 = 𝑒 +𝑐
3
Substitute 𝑧 = 𝑣 ′ :
1 3𝑥
𝑣 ′ 𝑒 2𝑥 = 𝑒 +𝑐
3
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Multiply by 𝑒 −2𝑥 :
1 𝑥
𝑣′ = 𝑒 + 𝑒 −2𝑥 𝑐
3
Integrating:
1
𝑣 = 𝑒 𝑥 + 𝑐𝑒 −2𝑥 + 𝑐1
3
𝑦
since 𝑣 = 𝑒 𝑥, so
𝑦 1 𝑥
𝑥
= 𝑒 + 𝑐𝑒 −2𝑥 + 𝑐1
𝑒 3
𝟏
𝒚 = 𝒆𝟐𝒙 + 𝒄𝒆−𝒙 + 𝒄𝟏 𝒆𝒙
𝟑
Alternative Solution
𝐿𝑒𝑡 𝑦 = 𝑣𝑒 −𝑥
𝑦 ′ = 𝑣 ′ 𝑒 −𝑥 − 𝑣𝑒 −𝑥
𝑦 ′′ = 𝑣 ′′ 𝑒 −𝑥 − 𝑣 ′ 𝑒 −𝑥 + 𝑣𝑒 −𝑥 − 𝑣 ′ 𝑒 −𝑥
= 𝑣 ′′ 𝑒 −𝑥 − 2𝑣 ′ 𝑒 −𝑥 + 𝑣𝑒 −𝑥
Substituting in the given equation gives the following computations:
𝑦 ′′ − 𝑦 = 𝑒 2𝑥
(𝑣 ′′ 𝑒 −𝑥 − 2𝑣 ′ 𝑒 −𝑥 + 𝑣𝑒 −𝑥 ) − 𝑣𝑒 −𝑥 = 𝑒 2𝑥
𝑣 ′′ 𝑒 −𝑥 − 2𝑣 ′ 𝑒 −𝑥 = 𝑒 2𝑥
𝑣 ′′ − 2𝑣 ′ = 𝑒 3𝑥
′
Let 𝑧 = 𝑣 , then
𝑧 ′ − 2𝑧 = 𝑒 3𝑥
which is now linear in 𝑧. Then the integrating factor is
𝐼 = 𝑒 ∫ −2𝑑𝑥 = 𝑒 −2𝑥
Multiplying the linear equation by 𝑒 −2𝑥 , we have
𝑒 −2𝑥 𝑧 ′ − 2𝑧𝑒 −2𝑥 = 𝑒 𝑥
𝑒 −2𝑥 𝑑𝑧 − 2𝑧𝑒 −2𝑥 𝑑𝑥 = 𝑒 𝑥 𝑑𝑥
∫ 𝑑(𝑧𝑒 −2𝑥 ) = ∫ 𝑒 𝑥 𝑑𝑥
𝑧𝑒 −2𝑥 = 𝑒 𝑥 + 𝑐
𝑣 ′ = 𝑒 3𝑥 + 𝑐𝑒 2𝑥
1 3𝑥
𝑣= 𝑒 + 𝑐𝑒 2𝑥 + 𝑐1
3
𝟏
𝒚 = 𝒆𝟐𝒙 + 𝒄𝒆𝒙 + 𝒄𝟏 𝒆−𝒙
𝟑
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∫ 𝑑(𝑒 −𝑥 𝑧) = ∫ 2𝑒 −2𝑥 𝑑𝑥
𝑧𝑒 −𝑥 = −𝑒 −2𝑥 + 𝑐
𝑧 = −𝑒 −𝑥 + 𝑐𝑒 𝑥
𝑣 ′ = −𝑒 −𝑥 + 𝑐𝑒 𝑥
𝑣 = 𝑒 −𝑥 + 𝑐𝑒 𝑥 + 𝑐1
𝑦
2𝑥
= 𝑒 −𝑥 + 𝑐𝑒 𝑥 + 𝑐1
𝑒
𝒚 = 𝒆𝒙 + 𝒄𝒆𝟑𝒙 + 𝒄𝟏 𝒆𝟐𝒙
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Variation of Parameters
Consider the general second-order linear equation
𝑦 ′′ + 𝑃𝑦 ′ + 𝑄𝑦 = 𝑅
Previously, we developed a method for obtaining the solution of the above equation using
one part of the solution 𝑦𝑐 pertaining to one root of the auxiliary equation. Now in this
section, we shall employ two roots of the auxiliary equation.
Suppose the general solution of the homogeneous equation is
𝑦𝑐 = 𝑐1 𝑦1 + 𝑐2 𝑦2
Based on the form of 𝑦1 and 𝑦2 , let
𝑦 = 𝐴𝑦1 + 𝐵𝑦2
Then by differentiation,
𝑦 ′ = 𝐴𝑦1 ′ + 𝐵𝑦2′ + 𝐴′ 𝑦1 + 𝐵 ′ 𝑦2 = 0
Let
𝐴′ 𝑦1 + 𝐵 ′ 𝑦2 = 0
It follows that 𝑦 ′ in terms of 𝑦1 ′ and 𝑦2 ′ is
𝑦 ′ = 𝐴𝑦1′ + 𝐵𝑦2 ′
By differentiation
𝑦 ′′ = 𝐴𝑦1 ′′ + 𝐵𝑦2′′ + 𝐴′ 𝑦1 ′ + 𝐵 ′ 𝑦2 ′
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′ 𝑥
2 𝑒 −𝑥
2𝐵 𝑒 = , 𝑜𝑟 𝐵′ =
1 + 𝑒𝑥 1 + 𝑒𝑥
′
𝑒 −2𝑥
𝐵 = −𝑥
𝑒 +1
By division we can rewrite it in the form
′ −𝑥
𝑒 −𝑥
𝐵 =𝑒 − −𝑥
𝑒 +1
By integration, we have
𝐵 = −𝑒 −𝑥 + ln(𝑒 −𝑥 + 1)
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Substituting 𝐵 ′ in 𝐴′ 𝑒 −𝑥 + 𝐵 ′ 𝑒 𝑥 = 0, we find
′ −𝑥
𝑒 −𝑥 𝑒𝑥
𝐴𝑒 +( ) 𝑒 𝑥 = 0, 𝑜𝑟 𝐴= −
1 + 𝑒𝑥 1 + 𝑒𝑥
By integration, we have
𝐴 = − ln(1 + 𝑒 𝑥 )
The particular solution 𝑦𝑝 is
𝑦 = 𝐴𝑒 −𝑥 + 𝐵𝑒 𝑥
𝑦𝑝 = −𝑒 −𝑥 ln(1 + 𝑒 𝑥 ) + 𝑒 𝑥 [−𝑒 −𝑥 + ln(𝑒 −𝑥 + 1)]
𝑦𝑝 = 1 + (𝑒 𝑥 − 𝑒 −𝑥 ) ln(1 + 𝑒 𝑥 )
Thus, the general solution is
𝑦 = 𝑦𝑐 + 𝑦𝑝
𝒚 = 𝒄𝟏 𝒆−𝒙 + 𝒄𝟐 𝒆𝒙 + 𝟏 + (𝒆𝒙 − 𝒆−𝒙 ) 𝐥𝐧(𝟏 + 𝒆𝒙 )
Exponential Shift
In this lesson we utilize the exponential shift as an alternative method in solving
nonhomogeneous equations. Thus, it is important to recall the theorem on exponential shift
stated as
𝑒 𝑎𝑥 𝑓(𝐷)𝑦 = 𝑓(𝐷 − 𝑎)(𝑒 𝑎𝑥 𝑦)
where 𝑓(𝐷) is a linear differential operator.
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𝐷(𝑒 −2𝑥 𝑦) = 6𝑥 2
𝑒 −2𝑥 𝑦 = 2𝑥 3
Thus, the particular solution 𝑦𝑝 is
𝑦𝑝 = 2𝑥 3 𝑒 2𝑥
𝑦 = 𝑦𝑐 + 𝑦1 + 𝑦2
𝟏𝟓
𝒚 = 𝒄𝟏 𝒆𝟐𝒙 + 𝒄𝟐 𝒙𝒆𝟐𝒙 + 𝟐𝒙𝟑 𝒆𝟐𝒙 + 𝟔𝒙 +
𝟐
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Base on the form of 𝑅(𝑥), the right side of the differential equation,
𝑦 = 𝐴𝑒 2𝑥 + 𝐵𝑥𝑒 2𝑥 + 𝐶𝑥 2 𝑒 2𝑥 + 𝐷𝑥 3 𝑒 2𝑥
The differentiation and substituting of derivatives in the given equation is a long process.
However, the method on exponential shift will make the computation simpler, i.e.
𝑒 −2𝑥 𝑦 = 𝐴 + 𝐵𝑥 + 𝐶𝑥 2 + 𝐷𝑥 3 (2)
𝐷2 (𝑒 −2𝑥 𝑦) = 2𝐶 + 6𝐷𝑥
By equating coefficients:
𝑥 3 : 2𝐷 = 12, 𝑜𝑟 𝐷 = 6
𝑥2: 6𝐷 + 2𝐶 = 0, 𝑜𝑟 𝐶 = −18
𝑥: 6𝐷 + 4𝐶 + 2𝐵 = 0, 𝑜𝑟 𝐵 = 18
𝑥 0 : 2𝐶 + 2𝐵 + 2𝐴 = 0, 𝑜𝑟 𝐴 = 0
𝑦 = 𝑦𝑐 + 𝑦𝑝
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PROGRESS CHECK
Activity Sheets
EXERCISE 8
Review on Order Reduction, Variation Parameters, and Exponential Shift
2. (𝐷2 − 5𝐷 + 6)𝑦 = 2𝑒 𝑥
3. (𝐷2 − 1)𝑦 = 𝑥 − 2
4. (𝐷2 − 4)𝑦 = 𝑥 − 3
Variation of Parameters
1
6. (𝐷2 − 3𝐷 + 2) =
1+𝑒 −𝑥
7. (𝐷2 − 1)𝑦 = 𝑒 𝑥 + 1
8. 𝑦 ′′ − 𝑦 ′ − 2𝑦 = 𝑒 3𝑥
2
10. (𝐷2 − 1)𝑦 =
𝑒 𝑥 −𝑒 −𝑥
Exponential Shift
11. (𝐷 − 3)2 𝑦 = 2𝑒 3𝑥
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REFERENCES
Sergio E. Ymas Jr. Differential Equations (Simplified Approach). Sampaloc, Manila. Pablo.
L. Bustamante III Press, 1997. Chapter 8 & 9.
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for EDUCATIONAL PURPOSES ONLY and is NOT FOR SALE NOR FOR REPRODUCTION.
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LEARNING GUIDE
TOPIC/S
EXPECTED COMPETENCIES
At the end of the week after studying the module, the student should be able to:
1. solve a second-order differential equation representing simple harmonic motion;
2. solve a second-order differential equation representing damped simple harmonic
motion;
3. solve a second-order differential equation representing forced simple harmonic
motion; and
4. solve a second-order differential equation representing charge and current in an RLC
series circuit.
CONTENT/TECHNICAL INFORMATION
INTRODUCTION
The second-order linear differential equations are used to model many situations in
physics and engineering. In this section, we look at how this works for systems of an object
with mass attached to a vertical spring and an electric circuit containing a resistor, an inductor,
and a capacitor connected in series. Models such as these can be used to approximate other
more complicated situations; for example, bonds between atoms or molecules are often
modeled as springs that vibrate, as described by these same differential equations.
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Let 𝑥(𝑡) denote the displacement of the mass from equilibrium. Note that for spring-
mass systems of this type, it is customary to adopt the convention that down is positive. Thus,
a positive displacement indicates the mass is below the equilibrium point, whereas a negative
displacement indicates the mass is above equilibrium. Displacement is usually given in feet in
the English system or meters in the metric system.
Consider the forces acting on the mass. The force of gravity is given by mg.mg. In the
English system, mass is in slugs and the acceleration resulting from gravity is in feet per second
squared. The acceleration resulting from gravity is constant, so in the English system,
𝑔 = 32 𝑓𝑡/𝑠 2 . Recall that 1 𝑠𝑙𝑢𝑔 − 𝑓𝑡/𝑠 2 is a pound, so the expression mg can be expressed
in pounds. Metric system units are kilograms (𝑘𝑔) for mass and 𝑚/𝑠 2 for gravitational
acceleration. In the metric system, we have 𝑔 = 9.8 𝑚/𝑠 2 .
According to Hooke’s law, the restoring force of the spring is proportional to the
displacement and acts in the opposite direction from the displacement, so the restoring force is
given by −𝑘(𝑠 + 𝑥). The spring constant is given in pounds per foot in the English system and
in newtons per meter in the metric system.
Now, by Newton’s second law, the sum of the forces on the system (gravity plus the
restoring force) is equal to mass times acceleration, so we have
𝑚𝑥 ′′ = −𝑘(𝑠 + 𝑥) + 𝑚𝑔
= −𝑘𝑠 − 𝑘𝑥 + 𝑚𝑔
However, by the way we have defined our equilibrium position, 𝑚𝑔 = 𝑘𝑠, the
differential equation becomes
𝑚𝑥 ′′ + 𝑘𝑥 = 0
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It is convenient to rearrange this equation and introduce a new variable, called the angular
frequency, 𝜔. Letting 𝜔 = √𝑘⁄𝑚, we can write the equation as
𝑥 ′′ + 𝜔2 𝑥 = 0.
Example 1. Assume an object weighing 2 𝑙𝑏 stretches a spring 6 in. Find the equation of
motion if the spring is released from the equilibrium position with an upward velocity of
16 𝑓𝑡/𝑠𝑒𝑐. What is the period of motion?
Solution to Example 1.
We first need to find the spring constant. We have,
𝑚𝑔 = 𝑘𝑠
1
2 = 𝑘( )
2
𝑘=4
We also know that weight 𝑊 equals to the product of mass 𝑚 and the acceleration due to
gravity 𝑔. In English units, the acceleration due to gravity is 32 𝑓𝑡/𝑠 2 .
𝑊 = 𝑚𝑔
2 = 𝑚(32)
1
𝑚=
16
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113
Writing the general solution in the form 𝑥(𝑡) = 𝑐1 cos 𝜔𝑡 + 𝑐2 sin 𝜔𝑡, (eq.1) has some
advantages. It is easy to see the link between the differential equation and the solution, and the
period and frequency of motion are evident. This form of the function tells us very little about
the amplitude of the motion, however. In some situations, we may prefer to write the solution
in the form
𝑥(𝑡) = 𝐴 sin(𝜔𝑡 + 𝜙)
Although the link to the differential equation is not as explicit in this case, the period
and frequency of motion are still evident. Furthermore, the amplitude of the motion, A, is
obvious in this form of the function. The constant ϕ is called a phase shift and has the effect of
shifting the graph of the function to the left or right.
To convert solution to this form, we want to find the values of 𝐴 and 𝜙 such that
𝑐1 cos(𝜔𝑡) + 𝑐2 sin(𝜔𝑡) = 𝐴 sin(𝜔𝑡 +𝜙 ).
We first apply the trigonometric identity
sin(𝛼 + 𝛽) = sin 𝛼 cos 𝛽 + cos 𝛼 sin 𝛽
to get
𝑐1 cos(𝜔𝑡) + 𝑐2 sin(𝜔𝑡) = 𝐴(sin(𝜔𝑡) cos 𝜙 + cos(𝜔𝑡) sin 𝜙 )
= 𝐴 sin 𝜙 (cos(𝜔𝑡)) + 𝐴 cos 𝜙 (sin(𝜔𝑡))
Thus,
𝑐1 = 𝐴 sin 𝜙 𝑎𝑛𝑑 𝑐2 = 𝐴 cos 𝜙 .
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𝐴 = √𝑐12 + 𝑐22 .
Now, to find ϕ, go back to the equations for 𝑐1 and 𝑐2 , but this time, divide the first equation
by the second equation to get
𝑐1 𝐴 sin 𝜙
=
𝑐2 𝐴 cos 𝜙
= tan 𝜙
Then,
𝑐1
tan 𝜙 = .
𝑐2
We summarize this finding in the following theorem.
𝑐1
Note that when using the formula tan 𝜙 = to find 𝜙, we must take care to ensure 𝜙 is in
𝑐2
the right quadrant (Figure 12.3).
Figure 12.3
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Figure 12.3: A graph of vertical displacement versus time for simple harmonic motion with a
phase change.
Example 2. Express the following functions in the form 𝐴 sin(𝜔𝑡 +𝜙). What is the
frequency motion? The amplitude?
a. 𝑥(𝑡) = 2 cos(3𝑡) + sin(3𝑡)
b. 𝑥(𝑡) = 3 cos(2𝑡) − 2 sin(2𝑡)
Solution to Example 2.
a. We have
and
𝑐1 2
tan 𝜙 = = =2
𝑐2 1
Note that both 𝑐1 and 𝑐2 are positive, so 𝜙 is in the first quadrant. Thus,
𝜙 = 1.107 𝑟𝑎𝑑,
So, we have
𝑥(𝑡) = 2 cos(3𝑡) + sin(3𝑡) = √5 sin(3𝑡 + 1.107)
𝜔 3
The frequency is = ≈ 𝟎. 𝟒𝟕𝟕. The amplitude is √𝟓.
2𝜋 2𝜋
b. We have
and
𝑐1 3 3
tan 𝜙 = = =− .
𝑐2 −2 2
Note that both 𝑐1 is positive but 𝑐2 is negative, so 𝜙 is in the fourth quadrant. Thus,
𝜙 = −0.983 𝑟𝑎𝑑,
So, we have
𝑥(𝑡) = 3 cos(2𝑡) − 2 sin(2𝑡) = √13 sin(2𝑡 − 0.983)
𝜔 2
The frequency is = ≈ 𝟎. 𝟑𝟏𝟖. The amplitude is √𝟏𝟑.
2𝜋 2𝜋
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Damped Vibrations
With the model just described, the motion of the mass continues indefinitely. Clearly,
this doesn’t happen in the real world. In the real world, there is almost always some friction
in the system, which causes the oscillations to die off slowly—an effect called damping. So
now let’s look at how to incorporate that damping force into our differential equation.
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Where both 𝜆1 and 𝜆2 are less than zero. Because the exponents are negative, the
displacement decays to zero over time, usually quite quickly. Overdamped systems do not
oscillate (no more than one change of direction), but simply move back toward the
equilibrium position. Figure 12.5 shows what typical critically damped behavior looks like.
(a) (b)
Behavior of an overdamped spring-mass Behavior of an overdamped spring-mass
system, with no change in direction system, only one change in direction
Figure 12.5
Example 3. A 16-lb mass is attached to a 10-ft spring. When the mass comes to rest in the
equilibrium position, the spring measures 15 ft 4 in. The system is immersed in a medium
that imparts a damping force equal to 5252 times the instantaneous velocity of the mass. Find
the equation of motion if the mass is pushed upward from the equilibrium position with an
initial upward velocity of 5 ft/sec. What is the position of the mass after 10 sec? Its velocity?
Solution to Example 3.
16 16
The mass stretches the spring 5 ft 4 in., or ft. Thus, 16 = 𝑘, so 𝑘 = 3. We also have
3 3
16 1
𝑚= = , so, the differential equation is
32 2
1 ′′ 5 ′
𝑥 + 𝑥 + 3𝑥 = 0.
2 2
Multiplying through by 2 gives 𝑥 ′′ + 5𝑥 ′ + 6𝑥 = 0, which has the general solution
𝑥(𝑡) = 𝑐1 𝑒 −2𝑡 + 𝑐2 𝑒 −3𝑡 .
Applying the initial conditions, 𝑥(0) = 0 and 𝑥 ′ (0) = −5, we get
𝑥(𝑡) = −5𝑒 −2𝑡 + 5𝑒 −3𝑡 .
After 10 sec. the mass is at position
𝑥(10) = −5𝑒 −20 + 5𝑒 −30 ≈ −1.0305 × 10−8 ≈ 0,
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so it is, effectively, at the equilibrium position. We have 𝑥 ′ (𝑡) = 10𝑒 −2𝑡 − 15𝑒 −3𝑡 , so after
10 sec. the mass is moving at a velocity of
𝑥(10) = 10𝑒 −20 − 15𝑒 −30 ≈ 2.061 × 10−8 ≈ 0.
After only 10 sec, the mass is barely moving.
(a) (b)
Behavior of a critically damped spring-mass system. The system graphed in part (𝑎) has
more damping than the system graphed in part (𝑏)
Figure 12.6
Example 4. A 1-kg mass stretches a spring 20 cm. The system is attached to a dashpot that
imparts a damping force equal to 14 times the instantaneous velocity of the mass. Find the
equation of motion if the mass is released from equilibrium with an upward velocity of 3
m/sec.
Solution to Example 4.
We have 𝑚𝑔 = 1(9.8) = 0.2𝑘, so 𝑘 = 49. Then, the differential equation is
𝑥 ′′ + 14𝑥 ′ + 49𝑥 = 0,
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where 𝛼 is less than zero. Underdamped systems do oscillate because of the sine and cosine
terms in the solution. However, the exponential term dominates eventually, so the amplitude
of the oscillations decreases over time. Figure 12.7 shows what typical underdamped
behavior looks like.
Example 5. A 16-lb weight stretches a spring 3.2 ft. Assume the damping force on the
system is equal to the instantaneous velocity of the mass. Find the equation of motion if the
mass is released from rest at a point 9 in. below equilibrium.
Solution to Example 5.
16 16 1
We have 𝑘 = = 5 and 𝑚 = = , so the differential equation is
3.2 32 2
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1 ′′
𝑥 + 𝑥 ′ + 5𝑥 = 0, 𝑜𝑟 𝑥 ′′ + 2𝑥 ′ + 10𝑥 = 0.
2
This equation has the general solution
𝑥(𝑡) = 𝑒 −𝑡 (𝑐1 cos(3𝑡) + 𝑐2 sin(3𝑡)).
3
Applying the initial conditions, 𝑥(0) = 4 and 𝑥 ′ (0) = 0, we get
𝟑 𝟏
𝒙(𝒕) = 𝒆−𝒕 ( 𝐜𝐨𝐬(𝟑𝒕) + 𝐬𝐢𝐧(𝟑𝒕)).
𝟒 𝟒
Figure 12.9
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This system can be modeled using the same differential equation we used before:
𝑚𝑥 ′′ + 𝑏𝑥 ′ + 𝑘𝑥 = 0
A motocross motorcycle weighs 204 𝑙𝑏, and we assume a rider weight of 180 𝑙𝑏. When the
rider mounts the motorcycle, the suspension compresses 4 in., then comes to rest at
equilibrium. The suspension system provides damping equal to 240 times the instantaneous
vertical velocity of the motorcycle (and rider).
1. Set up the differential equation that models the behavior of the motorcycle suspension
system.
2. We are interested in what happens when the motorcycle lands after taking a jump. Let
time, 𝑡 = 0 denote the time when the motorcycle first contacts the ground. If the
motorcycle hits the ground with a velocity of 10 ft/sec downward, find the equation
of motion of the motorcycle after the jump.
3. Graph the equation of motion over the first second after the motorcycle hits the
ground.
Solution to Example 6.
1. We have defined equilibrium to be the point where 𝑚𝑔 = 𝑘𝑠, so we have
𝑚𝑔 = 𝑘𝑠
1
384 = 𝑘 ( )
3
𝑘 = 1152.
We also have,
𝑊 = 𝑚𝑔
384 = 𝑚(32)
𝑚 = 12.
Therefore, the differential equation that models the behavior of the motorcycle
suspension is
12𝑥 ′′ + 240𝑥 ′ + 1152𝑥 = 0
Dividing through by 12, we get
𝑥 ′′ + 20𝑥 ′ + 96𝑥 = 0.
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Now, to determine our initial conditions, we consider the position and velocity of the
motorcycle wheel when the wheel first contacts the ground. Since the motorcycle was in the
air prior to contacting the ground, the wheel was hanging freely, and the spring was
1
uncompressed. Therefore, the wheel is 4 in. (3 𝑓𝑡) below the equilibrium position (with
1
respect to the motorcycle frame), and we have 𝑥(0) = . According to the problem
3
statement, the motorcycle has a velocity of 10 ft/sec downward when the motorcycle contacts
7 19
the ground, so 𝑥 ′ (0) = 10. Applying these initial conditions, we get 𝑐1 = and 𝑐2 = − 6
2
so the equation of motion is
7 19 −12𝑡
𝑥(𝑡) = 𝑒 −8𝑡 − 𝑒 .
2 6
3. Figure 12.10: Graph of the equation of motion over a time of one second
Figure 12.10
Forced Vibrations
The last case we consider is when an external force acts on the system. In the case of the
motorcycle suspension system, for example, the bumps in the road act as an external force
acting on the system. Another example is a spring hanging from a support; if the support is
set in motion, that motion would be considered an external force on the system. We model
these forced systems with the nonhomogeneous differential equation
𝑚𝑥 ′′ + 𝑏𝑥 ′ + 𝑘𝑥 = 𝑓(𝑡),
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where the external force is represented by the f(t)f(t) term. As we saw in Non-homogenous
Linear Equations, differential equations such as this have solutions of the form
𝑥(𝑡) = 𝑐1 𝑥1 (𝑡) + 𝑐2 𝑥2 (𝑡) + 𝑥𝑝 (𝑡),
where 𝑐1 𝑥1 (𝑡) + 𝑐2 𝑥2 (𝑡) is the general solution to the complementary equation and 𝑥𝑝 (𝑡) is a
particular solution to the nonhomogeneous equation. If the system is damped, lim 𝑐1 𝑥1 (𝑡) +
𝑡→∞
𝑐2 𝑥2 (𝑡) = 0. Since these terms do not affect the long-term behavior of the system, we call
this part of the solution the transient solution. The long-term behavior of the system is
determined by 𝑥𝑝 (𝑡) so we call this part of the solution the steady-state solution.
Example 7. A mass of 1 slug stretches a spring 2 ft and comes to rest at equilibrium. The
system is attached to a dashpot that imparts a damping force equal to eight times the
instantaneous velocity of the mass. Find the equation of motion if an external force equal
to 𝑓(𝑡) = 8 sin(4𝑡) is applied to the system beginning at time 𝑡 = 0. What is the transient
solution? What is the steady-state solution?
Solution to Example 7.
We have 𝑚𝑔 = 1(32) = 2𝑘, so 𝑘 = 16 and the differential equation is
𝑥 ′′ + 8𝑥 ′ + 16𝑥 = 8 sin(4𝑡).
The general solution to the complementary equation is
𝑐1 𝑒 −4𝑡 + 𝑐2 𝑡𝑒 −4𝑡 .
Assuming a particular solution of the form 𝑥𝑝 (𝑡) = 𝐴 cos(4𝑡) + 𝐵 sin(4𝑡) and using the
1
method of undetermined coefficients, we find 𝑥𝑝 (𝑡) = − 4 cos(4𝑡), so
1
𝑥(𝑡) = 𝑐1 𝑒 −4𝑡 + 𝑐2 𝑡𝑒 −4𝑡 − cos(4𝑡).
4
At 𝑡 = 0, the mass is at rest in the equilibrium position, so 𝑥(0) = 𝑥 ′ (0) = 0. Applying these
initial conditions to solve the 𝑐1 and 𝑐2 , we get
1 −4𝑡 1
𝑥(𝑡) = 𝑒 + 𝑡𝑒 −4𝑡 − cos(4𝑡).
4 4
𝟏 𝟏
The transient solution is 𝒆−𝟒𝒕 + 𝒕𝒆−𝟒𝒕 . The steady-state solution is − 𝐜𝐨𝐬(𝟒𝒕).
𝟒 𝟒
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An 𝑅𝐿𝐶 series circuit can be modeled by the same differential equation as a mass-spring
system
Figure 12.12
Let 𝐼(𝑡) denote the current in the RLC circuit and 𝑞(𝑡) denote the charge on the capacitor.
Furthermore, let 𝐿 denote inductance in henrys (𝐻), 𝑅 denote resistance in ohms (𝛺),
and 𝐶 denote capacitance in farads (𝐹). Last, let 𝐸(𝑡) denote electric potential in volts (𝑉).
Kirchhoff’s voltage rule states that the sum of the voltage drops around any closed loop must
be zero. So, we need to consider the voltage drops across the inductor (denoted 𝐸𝐿 ), the resistor
(denoted 𝐸𝑅 ), and the capacitor (denoted 𝐸𝐶 ). Because the 𝑅𝐿𝐶 circuit shown in
Figure 12.12 includes a voltage source, 𝐸(𝑡), which adds voltage to the circuit, we have
𝐸𝐿 + 𝐸𝑅 + 𝐸𝐶 = 𝐸(𝑡).
We present the formulas below without further development and those of you interested in
the derivation of these formulas can review the links. Using Faraday’s law and Lenz’s law,
the voltage drop across an inductor can be shown to be proportional to the instantaneous rate
of change of current, with proportionality constant 𝐿. Thus,
𝑑𝐼
𝐸𝐿 = 𝐿 .
𝑑𝑡
Next, according to Ohm’s law, the voltage drop across a resistor is proportional to the current
passing through the resistor, with proportionality constant 𝑅. Therefore,
𝐸𝑅 = 𝑅𝐼.
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Last, the voltage drop across a capacitor is proportional to the charge, 𝑞, on the capacitor,
1
with proportionality constant . Thus,
𝐶
1
𝐸𝑐 = 𝑞.
𝐶
Adding these terms together, we get
𝑑𝐼 1
𝐿 + 𝑅𝐼 + 𝑞 = 𝐸(𝑡)
𝑑𝑡 𝐶
𝑑𝑞
Noting that 𝐼 = , this becomes
𝑑𝑡
𝑑2𝑞 𝑑𝑞 1
𝐿 + 𝑅 + 𝑞 = 𝐸(𝑡)
𝑑𝑡 2 𝑑𝑡 𝐶
Mathematically, this system is analogous to the spring-mass systems we have been
examining in this section.
Example 8. Find the charge on the capacitor in an RLC series circuit where
5 1
𝐿 = 3 𝐻, 𝑅 = 10𝛺, 𝐶 = 30 𝐹, and 𝐸(𝑡) = 300𝑉. Assume the initial charge on the capacitor is
0 𝐶 and the initial current is 9 𝐴. What happens to the charge on the capacitor over time?
Solution to Example 8.
We have
𝑑2𝑞 𝑑𝑞 1
𝐿 2
+𝑅 + 𝑞 = 𝐸(𝑡)
𝑑𝑡 𝑑𝑡 𝐶
5 𝑑2𝑞 𝑑𝑞
( ) 2 + (10) + (30)𝑞 = 300
3 𝑑𝑡 𝑑𝑡
𝑑2 𝑞 𝑑𝑞
+ 6 + 18𝑞 = 180
𝑑𝑡 2 𝑑𝑡
The general solution to the complementary equation is
𝑒 −3𝑡 (𝑐1 cos(3𝑡) + 𝑐2 sin(3𝑡)).
Assume a particular solution of the form 𝑞𝑝 = 𝐴, where 𝐴 is a constant. Using the method of
undetermined coefficients, we find 𝐴 = 10. So,
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Looking closely at this function, we see the first two terms will decay over time (as a result of
the negative exponent in the exponential function). Therefore, the capacitor eventually
approaches a steady-state charge of 10 𝐶.
Key Concepts
where mm represents the mass, bb is the coefficient of the damping force, 𝑘is the
spring constant, and 𝑓(𝑡) represents any net external forces on the system.
• If 𝑏 = 0, there is no damping force acting on the system, and simple harmonic motion
results.
• If 𝑏 ≠ 0,the behavior of the system depends on whether
𝑏 2 − 4𝑚𝑘 > 0, 𝑏 2 − 4𝑚𝑘 = 0, 𝑜𝑟 𝑏 2 − 4𝑚𝑘 < 0.
❖ If 𝑏 2 − 4𝑚𝑘 > 0, the system is overdamped and does not exhibit oscillatory
behavior.
❖ If 𝑏 2 − 4𝑚𝑘 = 0, the system is critically damped. It does not exhibit
oscillatory behavior, but any slight reduction in the damping would result in
oscillatory behavior.
❖ If 𝑏 2 − 4𝑚𝑘 < 0, the system is underdamped. It exhibits oscillatory behavior,
but the amplitude of the oscillations decreases over time.
• If 𝑓(𝑡) ≠ 0, the solution to the differential equation is the sum of a transient solution
and a steady-state solution. The steady-state solution governs the long-term behavior
of the system.
• The charge on the capacitor in an 𝑅𝐿𝐶 series circuit can also be modeled with a
second-order constant-coefficient differential equation of the form
𝑑2𝑞 𝑑𝑞 1
𝐿 + 𝑅 + 𝑞 = 𝐸(𝑡),
𝑑𝑡 2 𝑑𝑡 𝐶
where 𝐿 is the inductance, 𝑅 is the resistance, 𝐶 is the capacitance, and 𝐸(𝑡) is the
voltage source.
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Key Equations
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PROGRESS CHECK
Activity Sheets
EXERCISE 9
Review on Applications of 2nd Order Differential Equations
1. A 200-g mass stretches a spring 5 cm. Find the equation of motion of the mass if it is
released from rest from a position 10 cm below the equilibrium position. What is the
frequency of this motion?
Hint: First find the spring constant
14
Ans: 𝑥(𝑡) = 0.1 cos(14𝑡)(in meters); frequency is Hz.
2𝜋
2. Express the function 𝑥(𝑡) = cos(4𝑡) + 4 sin(4𝑡) in the form 𝐴 sin(𝜔𝑡 +𝜙). What is
the frequency of motion? The amplitude?
4
Ans: 𝑥(𝑡) = √17 sin(4𝑡 + 0.245), frequency = 2𝜋 ≈ 0.637, 𝐴 = √17
Overdamped Vibrations
3. A 2-kg mass is attached to a spring with spring constant 24 N/m. The system is then
immersed in a medium imparting a damping force equal to 16 times the instantaneous
velocity of the mass. Find the equation of motion if it is released from rest at a point
40 cm below equilibrium.
Ans: 𝑥(𝑡) = 0.6𝑒 −2𝑡 − 0.2𝑒 −6𝑡
4. A 1-lb weight stretches a spring 6 in., and the system is attached to a dashpot that
imparts a damping force equal to half the instantaneous velocity of the mass. Find the
equation of motion if the mass is released from rest at a point 6 in. below equilibrium.
1
Ans: 𝑥(𝑡) = 2 𝑒 −8𝑡 + 4𝑡𝑒 −8𝑡
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Undamped Vibrations
5. A 1-kg mass stretches a spring 49 cm. The system is immersed in a medium that
imparts a damping force equal to four times the instantaneous velocity of the mass.
Find the equation of motion if the mass is released from rest at a point 24 cm above
equilibrium.
Ans: 𝑥(𝑡) = −0.24𝑒 −2𝑡 cos(4𝑡) − 0.12𝑒 −2𝑡 sin(4𝑡)
Forced Vibrations
6. A mass of 2 kg is attached to a spring with constant 32 N/m and comes to rest in the
equilibrium position. Beginning at time𝑡 = 0, an external force equal to 𝑓(𝑡) =
68𝑒 −2𝑡 cos(4𝑡) is applied to the system. Find the equation of motion if there is no
damping. What is the transient solution? What is the steady-state solution?
1 9 1
Ans: 𝑥(𝑡) = − cos(4𝑡) + sin(4𝑡) + 𝑒 −2𝑡 cos(4𝑡) − 2𝑒 −2𝑡 sin(4𝑡)
2 4 2
1 −2𝑡
Transient Solution: 𝑒 cos(4𝑡) − 2𝑒 −2𝑡 sin(4𝑡)
2
1 9
Steady-state Solution: − 2 cos(4𝑡) + 4 sin(4𝑡)
1 2
7. Find the charge on the capacitor in an 𝑅𝐿𝐶 series circuit where 𝐿 = 5 𝐻, 𝑅 = 5 𝛺, 𝐶 =
1
𝐹, and 𝐸(𝑡) = 50 𝑉. Assume the initial charge on the capacitor is 0 𝐶 and the initial
2
is 4 𝐴.
Ans: 𝑞(𝑡) = −25𝑒 −𝑡 cos(3𝑡) − 7𝑒 −𝑡 sin(3𝑡) + 25
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130
REFERENCES
Gilbert Strang & Edwin “Jed” Herman. Applications of Second-Order Differential Equations.
OpenStax CNX., August 2020.
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LEARNING GUIDE
TOPIC/S
CONTENT/TECHNICAL INFORMATION
The result of the integral of Laplace is always a function 𝑠. If the function is denoted by call
the 𝑓(𝑠), then
∞
1 𝑐
3. 𝐿{1} = and 𝐿{𝑐} =
𝑠 𝑠
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1 ∞
= − 𝑠𝑡 |
𝑠𝑒 0
1
Note: lim 𝑒 𝑠𝑡 = 0, if 𝑠 > 1
𝑡→∞
1
= 0+
𝑠
𝟏
𝑳{𝟏} =
𝒔
𝑐 𝑐
In general, 𝐿{𝑐} = because 𝐿{𝑐} = 𝑐𝐿{1} = .
𝑠 𝑠
Solution to Example 1.
∞
𝐿{𝑒 𝑘𝑡 } = ∫ 𝑒 −𝑠𝑡 𝑒 𝑘𝑡 𝑑𝑡
0
∞
= ∫ 𝑒 −𝑡(𝑠−𝑘) 𝑑𝑡
0
∞
1
= − 𝑒 −𝑡(𝑠−𝑘) |
𝑠−𝑘 0
∞
1
= − |
(𝑠 − 𝑘)𝑒 𝑡(𝑠−𝑘) 0
1
= 0+
𝑠−𝑘
𝟏
𝑳{𝒆𝒌𝒕 } = ,𝑠 > 𝑘
𝒔−𝒌
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Solution to Example 2.
∞
By parts, let
𝑢 = 𝑒 −𝑠𝑡 𝑑𝑣 = cos 𝑘𝑡 𝑑𝑡
1
𝑑𝑢 = −𝑠𝑒 −𝑠𝑡 𝑑𝑡 𝑣= sin 𝑘𝑡
𝑘
By parts formula,
∞ ∞
∞ ∞
−𝑠𝑡
∫𝑒 sin 𝑘𝑡 𝑑𝑡 = 𝑢𝑣 − ∫ 𝑣𝑑𝑢
0 0
∞
1 𝑠
= − 𝑒 −𝑠𝑡 cos 𝑘𝑡 − ∫ 𝑒 −𝑠𝑡 cos 𝑘𝑡 𝑑𝑡
𝑘 𝑘
0
∞ ∞ ∞
𝑒 −𝑠𝑡 𝑠
∫ 𝑒 −𝑠𝑡 sin 𝑘𝑡 𝑑𝑡 = − cos 𝑘𝑡| − ∫ 𝑒 −𝑠𝑡 cos 𝑘𝑡 𝑑𝑡
𝑘 0
𝑘
0 0
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Thus,
∞
𝑠
𝐿{cos 𝑘𝑡} = ∫ 𝑒 −𝑠𝑡 sin 𝑘𝑡 𝑑𝑡
𝑘
0
∞ ∞
−𝑠𝑡
𝑠 1 𝑠
∫𝑒 cos 𝑘𝑡 𝑑𝑡 = [ − ∫ 𝑒 −𝑠𝑡 cos 𝑘𝑡 𝑑𝑡]
𝑘 𝑘 𝑘
0 0
∞
𝑠 𝑠2
= 2 − 2 ∫ 𝑒 −𝑠𝑡 cos 𝑘𝑡 𝑑𝑡
𝑘 𝑘
0
∞
𝑠2 𝑠
[1 + 2
] ∫ 𝑒 −𝑠𝑡 cos 𝑘𝑡 𝑑𝑡 = 2
𝑘 𝑘
0
∞
𝑠 𝑘2
∫ 𝑒 −𝑠𝑡 cos 𝑘𝑡 𝑑𝑡 = ∙
𝑘2 𝑠2 + 𝑘2
0
𝒔
𝑳{𝐜𝐨𝐬 𝒌𝒕} = ,𝑠 > 0
𝒔𝟐 + 𝒌𝟐
Solution to Example 3.
∞
𝑛}
𝐿{𝑡 = ∫ 𝑒 −𝑠𝑡 𝑡 𝑛 𝑑𝑡
0
By parts, we have
𝑢 = 𝑡𝑛 𝑑𝑣 = 𝑒 −𝑠𝑡 𝑑𝑡
1
𝑑𝑢 = 𝑛𝑡 𝑛−1 𝑑𝑡 𝑣 = − 𝑒 −𝑠𝑡
𝑠
∞ ∞
𝑡𝑛 ∞ 𝑛
∫ 𝑒 𝑡 𝑑𝑡 = − | + ∫ 𝑒 −𝑠𝑡 𝑡 𝑛−1 𝑑𝑡
−𝑠𝑡 𝑛
𝑠 0 𝑠
0 0
𝑡𝑛 𝑡𝑛
Notice that lim = 0, and lim = 0, where 𝑠 > 0
𝑡→∞ 𝑠 𝑡→0 𝑠
∞
𝑛
𝐿{𝑡 𝑛 } = ∫ 𝑒 −𝑠𝑡 𝑡 𝑛−1 𝑑𝑡
𝑠
0
𝑛
𝐿{𝑡 𝑛 } = 𝐿{𝑡 𝑛−1 }
𝑠
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The last statement has an important assertion in the property of Laplace transform, i.e.
𝑛
𝐿{𝑡 𝑛 } = 𝐿{𝑡 𝑛−1 }
𝑠
𝑛−1
𝐿{𝑡 𝑛−1 } = 𝐿{𝑡 𝑛−2 }
𝑠
𝑛−2
𝐿{𝑡 𝑛−2 } = 𝐿{𝑡 𝑛−3 }, 𝑒𝑡𝑐.
𝑠
Thus, we have the result
𝑛
𝐿{𝑡 𝑛 } = 𝐿{𝑡 𝑛−1 }
𝑠
𝑛 𝑛−1
= ∙ ∙ 𝐿{𝑡 𝑛−2 }
𝑠 𝑠
𝑛 𝑛−1 𝑛−2
= ∙ ∙ ∙ 𝐿{𝑡 𝑛−3 }
𝑠 𝑠 𝑠
Since the exponent of the power goes down in the numerator and keep on decreasing, then
will eventually terminate to 1, i.e.
𝑛 𝑛−1 𝑛−2 1
𝐿{𝑡 𝑛 } = ∙ ∙ … 𝐿{𝑡 𝑛−3 }
𝑠 𝑠 𝑠 𝑠
1
Knowing that 𝐿{1} = , and 𝑛(𝑛 − 1)(𝑛 − 2) … 2(1) = 𝑛!, then
𝑠
𝒏!
𝑳{𝒕𝒏 } =
𝒔𝒏+𝟏
For example
1
𝐿{𝑡} =
𝑠2
2! 2
𝐿{𝑡 2 } = 3 = 3
𝑠 𝑠
3! 6
𝐿{𝑡 3 } = 4 = 4
𝑠 𝑠
4! 24
𝐿{𝑡 4 } = 5 = 5
𝑠 𝑠
5! 120
𝐿{𝑡 5 } = 6 = 6
𝑠 𝑠
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Solution to Example 4.
By property 2 of Laplace transform.
𝐿{5𝑡 3 − 2𝑡 2 − 3𝑡 + 6} = 5𝐿{𝑡 3 } − 2𝐿{𝑡 2 } − 3𝐿{𝑡} + 6𝐿{1}
6 2 1 1
= 5 ( 4) − 2 ( 3) − 3 ( 2) + 6 ( )
𝑠 𝑠 𝑠 𝑠
30 4 3 6
= 4 − 3− 2+
𝑠 𝑠 𝑠 𝑠
Solution to Example 5.
𝑒 𝑥 +𝑒 −𝑥
From Calculus cosh 𝑥 = so that
2
𝑒 𝑎𝑡 + 𝑒 −𝑎𝑡
𝐿{cosh 𝑎𝑡} = 𝐿 { }
2
1
= [𝐿{𝑒 𝑎𝑡 } + 𝐿{𝑒 −𝑎𝑡 }]
2
1 1
= +
2(𝑠 − 𝑎) 2(𝑠 + 𝑎)
𝟐𝒔
𝑳{𝐜𝐨𝐬𝐡 𝒂𝒕} =
𝒔𝟐 − 𝒂𝟐
For example
2𝑠
𝐿{cosh 7𝑡} =
𝑠 2 − 49
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Solution to Example 6.
𝑒 𝑥 −𝑒 −𝑥
From Calculus, sinh 𝑥 = , so that
2
𝑒 𝑎𝑡 − 𝑒 −𝑎𝑡
𝐿{sinh 𝑎𝑡} = 𝐿 { }
2
1
= [𝐿{𝑒 𝑎𝑡 } − 𝐿{𝑒 −𝑎𝑡 }]
2
1 1
= −
2(𝑠 − 𝑎) 2(𝑠 + 𝑎)
𝟐𝒂
𝑳{𝐬𝐢𝐧𝐡 𝒂𝒕} =
𝒔𝟐 − 𝒂𝟐
For example,
2(3) 6
𝐿{sinh 3𝑡} = 2
= 2
𝑠 −9 𝑠 −9
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Examples
1 1
𝐿−1 { } = 𝑒 𝑘𝑡 , 𝑠𝑖𝑛𝑐𝑒 𝐿{𝑒 𝑘𝑡 } =
𝑠−𝑘 𝑠−𝑘
𝑠 𝑠
𝐿−1 { } = cos 𝑘𝑡 , 𝑠𝑖𝑛𝑐𝑒 𝐿{cos 𝑘𝑡} =
𝑠2 + 𝑘2 𝑠2 + 𝑘2
𝑘 𝑘
𝐿−1 { } = sin 𝑘𝑡 , 𝑠𝑖𝑛𝑐𝑒 𝐿{sin 𝑘𝑡} =
𝑠2 + 𝑘2 𝑠2 + 𝑘2
1 𝑛!
𝐿−1 { } = 𝑡𝑛 , 𝑠𝑖𝑛𝑐𝑒 𝐿{𝑡 𝑛 } =
𝑠 𝑛+1 𝑠 𝑛+1
1 1
𝐿−1 { 2 } = 𝑡, 𝑠𝑖𝑛𝑐𝑒 𝐿{𝑡} =
𝑠 𝑠2
1 𝑡2 2
𝐿−1 { 3 } = , 𝑠𝑖𝑛𝑐𝑒 𝐿{𝑡 2 } =
𝑠 2 𝑠3
1 𝑡3 6
𝐿−1 { 4 } = , 𝑠𝑖𝑛𝑐𝑒 𝐿{𝑡 3 } =
𝑠 6 𝑠4
1 𝑡4 4
𝐿−1 { 5 } = , 𝑠𝑖𝑛𝑐𝑒 𝐿{𝑡 4 } =
𝑠 24 𝑠5
1 1
𝐿−1 { } = 1, 𝑠𝑖𝑛𝑐𝑒 𝐿{1} =
𝑠 𝑠
2. 𝐿−1 {𝑐1 𝑓1 (𝑠) + 𝑐2 𝑓2 (𝑠)} = 𝑐1 𝐿−1 {𝑓1 (𝑠)} + 𝑐2 𝐿−1 {𝑓2 (𝑠)}
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Theorem 11.1
𝐿{𝐹(𝑡)} = 𝑓(𝑠), or
∞
= ∫ 𝑒 −𝑠𝑡 [𝑒 𝑎𝑡 𝐹(𝑡)] 𝑑𝑡
0
It follows that
Example 7. Find
8
𝐿−1 { }
𝑠2 + 4𝑠 + 20
Solution to Example 7.
8 8
𝐿−1 { } = 𝐿−1
{ }
𝑠 2 + 4𝑠 + 20 (𝑠 + 2)2 + 16
8 8
𝐿−1 { 2
} = 𝑒 −2𝑡 𝐿−1 { 2 }
(𝑠 + 2) + 16 𝑠 + 16
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4
= 2𝑒 −2𝑡 𝐿−1 { }
𝑠2 + 16
= 𝟐𝒆−𝟐𝒕 𝐬𝐢𝐧 𝟒𝒕
Example 8. Find
8
𝐿−1 { }
𝑠 2 − 6𝑠 + 13
Solution to Example 8.
𝑠 𝑠
𝐿−1 { 2 } = 𝐿−1 { }
𝑠 − 4𝑠 + 13 (𝑠 − 2)2 + 9
This implies that in 𝑠 − 2, then 𝑎 = 2, and
𝑠 − 2 is transformed into 𝑠
𝑠 is transformed into 𝑠 + 2
Thus, by Theorem 11.1
𝑠 𝑠+2
𝐿−1 { 2 } = 𝑒 2𝑡 𝐿−1 { 2 }
𝑠 − 4𝑠 + 13 𝑠 +9
𝑠 2 3
= 𝑒 2𝑡 [𝐿−1 { 2 } + 𝐿−1 { 2 }]
𝑠 +9 3 𝑠 +9
2
= 𝑒 2𝑡 (cos 3𝑡 + sin 3𝑡)
3
Example 9. Find
1
𝐿−1 { }
𝑠 2 − 4𝑠 + 4
Solution to Example 9.
1 1
𝐿−1 { } = 𝐿−1 { }
𝑠2 − 4𝑠 + 4 (𝑠 − 2)2
1 1
𝐿−1 { } = 𝑒 2𝑡 −1
𝐿 { }
𝑠 2 − 4𝑠 + 4 𝑠2
= 𝒆𝟐𝒕 𝒕
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𝑠−3 𝑠−3
𝐿−1 { } = 𝐿−1 { }
𝑠2 + 4𝑠 + 4 (𝑠 + 2)2
𝑠 + 2 is transformed into 𝑠
𝑠 − 3 is transformed into 𝑠 − 5
Then by Theorem 11.1,
𝑠−3 𝑠−5
𝐿−1 { } = 𝑒 −2𝑡 −1
𝐿 { }
𝑠 2 + 4𝑠 + 4 𝑠2
𝑠 1
= 𝑒 −2𝑡 𝐿−1 { 2 } − 5𝐿−1 { 2 }
𝑠 𝑠
= 𝒆𝟐𝒕 (𝟏 − 𝟓𝒕)
Partial Fractions
Partial Fraction is one useful method for evaluating inverse Laplace transforms. We
need to resolve the proper fraction into its partial forms to obtain easily the inverse Laplace
transform of a function.
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1 1
= 3𝐿−1 { } − 2𝐿−1 { }
𝑠−2 𝑠+1
with 𝑠 − 2, we take 𝑎 = 2 and for 𝑠 + 1, 𝑎 = −1. Then by Theorem 11.1
𝑠+7 1 1
𝐿−1 { } = 3𝑒 2𝑡 −1
𝐿 { } − 2𝑒 −𝑡 −1
𝐿 { }
𝑠2 − 𝑠 − 2 𝑠 𝑠
= 3𝑒 2𝑡 (1) − 2𝑒 −𝑡 (1)
= 𝟑𝒆𝟐𝒕 − 𝟐𝒆−𝒕
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144
PROGRESS CHECK
Activity Sheets
EXERCISE 10
Review on Laplace Transforms and Inverse Laplace Transform
1 𝑠+1
12. 𝐿−1 { } 17. 𝐿−1 { }
𝑠2 +6𝑠+13 𝑠2 −3𝑠+2
𝑠+2 𝑠+1
13. 𝐿−1 { } 18. 𝐿−1 { }
𝑠2 +4𝑠+13 𝑠2 −3𝑠+2
𝑠−5 1
14. 𝐿−1 { } 19. 𝐿−1 { }
𝑠2 +6𝑠+13 (𝑠−1)(𝑠2 −1)
1 1
15. 𝐿−1 { } 20. 𝐿−1 { }
𝑠2 +10𝑠+25 𝑠2 (𝑠2 +4)
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REFERENCES
Sergio E. Ymas Jr. Differential Equations (Simplified Approach). Sampaloc, Manila. Pablo.
L. Bustamante III Press, 1997. Chapter 10 & 11.
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LIST OF REFERENCES
Sergio E. Ymas Jr. Differential Equations (Simplified Approach). Sampaloc, Manila. Pablo.
L. Bustamante III Press, 1997.
Louis Leithold. The Calculus with Analytic Geometry. 6th ed. Harper & Row Publishers Inc.,
1990.
Clyde E. Love, Earl D. Rainville. Differential and Integral Calculus. 6th ed. The Macmillan
Co., 1961.
Gilbert Strang & Edwin “Jed” Herman. Applications of Second-Order Differential Equations.
OpenStax CNX., August 2020.
Ricardo C. Asin. Integral Calculus Reviewer. Revised Edition. Manila, Philippines, Merriam
& Webster Bookstore, Inc., 1991.
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for EDUCATIONAL PURPOSES ONLY and is NOT FOR SALE NOR FOR REPRODUCTION.
147
Genesis Deles Dumaicos is a licensed Mechanical Engineer practicing in the field of academe
since 2015 and a member of Philippine Society of Mechanical Engineers – Negros Occidental
Chapter. He graduated his bachelor’s degree at the Technological University of the Philippines
Visayas in 2014 and is about to complete his master’s degree at Technological University of
the Philippines.
This module is a property of Technological University of the Philippines Visayas and intended
for EDUCATIONAL PURPOSES ONLY and is NOT FOR SALE NOR FOR REPRODUCTION.