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DE 213 – Differential Equations

MODULE 01: INTRODUCTION AND SOLUTION TO FIRST ORDER DIFFERENTIAL EQUATIONS


OBJECTIVES:

After studying this lesson, you will be able to:


 define a differential equation, its order and degree;
 determine the order and degree of a differential equation;
 form differential equation from a given situation;
 illustrate the terms "general solution" and "particular solution" of a differential equation
through examples;
 solve differential equations; and
 find the particular solution of a given differential equation for given conditions.

INTRODUCTION:
Many of the laws of nature – in biology, in chemistry, in physics, in engineering and in
astronomy – find their most natural expression in the language of differential equation. The
principles, or laws, underlying the behavior of the natural world are statements of relations involving
rates at which things happen. When expressed in mathematical terms the relations are equations
and the rates are derivatives. Equations containing derivatives are differential equation.
A differential equation that describes some physical process is often called a mathematical
model of the process. Simply, differential equations are the language in which the laws of nature
are expressed. Therefore, to understand and to investigate problems involving the motion of fluids,
the flow of current in electric circuits, the dissipation of heat in solid object, the propagation and
detection of seismic waves, or the increase or decrease of populations, among many others, it is
necessary to know something about differential equation.
Having studied the concept of differentiation and integration, we are now faced with the
question where do they find an application. In fact, these are the tools which help us to determine
the exact takeoff speed, angle of launch, amount of thrust to be provided and other related
technicalities in space launches. Not only this but also in some problems in Physics and Bio-
Sciences, we come across relations which involve derivatives.
One such relation could be where is distance and is time. Therefore,
represents velocity (rate of change of distance) at time .
Equations which involve derivatives as their terms are called differential equations. In this
lesson, we are going to learn how to find the solutions and applications of such equations.

DEFINITION:

Differential Equations – are equations involving derivatives of one or more dependent variables
with respect to one or more independent variable/s.

EXAMPLES: Differential Equations


1. ( )

2.

3.

4. ( )

5.

6. ( ) ( )

7. ( )

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DE 213 – Differential Equations
MODULE 01: INTRODUCTION AND SOLUTION TO FIRST ORDER DIFFERENTIAL EQUATIONS

8. ( )

Independent variable – when an equation involving one or more derivatives with respect to a
particular variable, that variable called independent variable.

Dependent variable – a variable is called dependent if a derivative of that variable occurs.

EXAMPLES: Dependent and Independent Variable

Dependent Independent Parameters


No. Differential Equation
Variable Variable (Coefficients)

1. , , ,

2. none

3. ( ) none

4. none

5. ( ) none

Order of Differential Equation - it is the order of the highest derivative occurring in the
differential equation.

Degree of Differential Equation - it is the degree of the highest order derivative in the
differential equation.

EXAMPLE: Degree and Order of Differential Equation

No. Differential Equations Order Degree

1. 1 1

2. ( ) 1 2

3. 3 1

4. 1 1

5. 2 1

6. ( ) 1 1

7. ( ) 3 2

8. ( ) 2 1

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DE 213 – Differential Equations
MODULE 01: INTRODUCTION AND SOLUTION TO FIRST ORDER DIFFERENTIAL EQUATIONS

Note: ( ) is not equal to , the ( ) shows the degree of derivative while shows the
order of derivative

Before finding the degree of a differential equation, it should be free from radicals and
fractions as far as derivatives are concerned.

TYPES OF DIFFERENTIAL EQUATIONS:


1. Ordinary Differential Equation – is a differential equation involving ordinary derivatives of
one or more dependent variables with respect to single variable independent variable.
2. Partial Differential Equation – is a differential equation involving partial derivatives of one
or more dependent variables with respect to more than one independent variable.

EXAMPLE: Types of Differential Equation

No. Differential Equations ODE or PDE?

1. Ordinary DE

2. Partial DE

3. ( ) Ordinary DE

4. Partial DE

5. Ordinary DE

LINEAR DIFFERENTIAL EQUATION


 A differential equation in which the dependent variable and all of its derivatives occur only in
the first degree and are not multiplied together
 no products of dependent variable and/or any of its derivatives are present.
 no transcendental function of dependent variable and/or its derivative.
 Function and all its derivatives must ONLY have an exponent of .
 An nth-order ordinary differential equation is said to be linear in dependent variable y
(assuming x as the independent variable) if it can be expressed in the form of

( ) ( ) ( ) ( ) ( )

NON-LINEAR DIFFERENTIAL EQUATION


- is an equation that is not linear.

1. Function and all its derivatives must ONLY have an exponent of 1.

Example 1

In the given differential equation above, the dependent variable is . Observing the terms
with and its derivatives, it could be said that the differential equation AGREES with the first
rule since there are no exponents other than on dependent variable.
Example 2

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DE 213 – Differential Equations
MODULE 01: INTRODUCTION AND SOLUTION TO FIRST ORDER DIFFERENTIAL EQUATIONS
In the given differential equation above, the dependent variable is . Observing the terms
with and its derivatives, it could be said that the differential equation DOES NOT AGREE
with the first rule since in the first term is raised to .
Example 3

( )
In the given differential equation above, the dependent variable is . Observing the terms
with and its derivatives, it could be said that the differential equation DOES NOT AGREE
with the first rule since in the second term is raised to .

2. The expressions being multiplied to the dependent variable and its derivatives should be in
terms of the independent variable only. This could also be a constant or zero.

Example 4

In the given differential equation above, the dependent variable is . After checking the
first rule, observe the expressions multiplied to the dependent variable and its derivatives.
For the first term, the expression is being multiplied to the dependent variable .
Since it is in terms of the independent variable only, then, it AGREES with the second rule.
For the second term, the expression is being multiplied to the first derivative of
which is . Since it is in terms of the independent variable only, then, it AGREES with the
second rule.
Example 5

In the given differential equation above, the dependent variable is . After checking the
first rule, observe the expressions multiplied to the dependent variable and its derivatives.
For the second term, the expression is being multiplied to the first derivative of
which is . Since it is in terms of the independent variable only, then, it AGREES with the
second rule.
For the first term, the expression is being multiplied to the dependent variable .
Since it is in terms of both the independent variable and the dependent variable , then, it
DOES NOT AGREE with the second rule. This could be resolved by combining both
variables through multiplication which will yield . We may have resolved the
issue with the second rule, however, the new expression will cause it to NOT AGREE with
the first rule.

3. The right hand side should be purely in terms of the independent variable only. This could
also be a constant or zero.

Example 6

In the given differential equation above, the dependent variable is . After checking the
first and second rules, observe the right hand side of the equation. The right hand side is
. Since it is purely in terms of the independent variable , then it AGREES with the
third rule.
Example 7

In the given differential equation above, the dependent variable is . After checking the
first and second rules, observe the right hand side of the equation. The right hand side is
. It contains a term so we must resolve this by transposing the term to the
left side. This will yield ( )
This resolves issue with rule number three but we have to check it again for rule
numbers one and two. The dependent variable and its derivatives are all raised to 1 only, so
this agrees with rule number 1. The expressions multiplied to and its derivatives are all in
terms of , so this agrees with rule number .

Expressing the Solution of Differential Equations

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DE 213 – Differential Equations
MODULE 01: INTRODUCTION AND SOLUTION TO FIRST ORDER DIFFERENTIAL EQUATIONS
Explicit – dependent variable is isolated

Implicit – dependent & independent variables are found next to each other

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General Solution – the constant of integration, also known as the parameter, is in the final
answer
- represents a family of curves or group of solutions
- because the parameter can take on any constant value
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Particular Solution – the value of the constant of integration is already identified


- represents a single solution out of a family of curves
- the parameter has a specified value because of the given values of the independent
variable and the dependent variable

| |

ELIMINATION OF ARBITRARY CONSTANTS

Primitives
A relation between the variables which involves arbitrary constants, as ,
, or , is called a primitive.

In general, a primitive involving arbitrary constants will give rise to a differential equation, of
order , free of arbitrary constants. This equation is obtained by eliminating the constants
between the ( ) equations consisting of the primitive and the equations obtained by
differentiating the primitive times with respect to the independent variable. The primitive of a
differential equation is usually called the general solution of the equation.

Example:
Obtained the differential equation associated with the primitive .

In this section we consider a relation involving arbitrary constants and, by elimination of those
arbitrary constants, come to a differential equation consistent with the original equation. Methods for
the elimination of arbitrary constants vary with the way in which the constants enter the given
relation. Because each differentiation yields a new relation, the number of derivatives that need be
used is the same as the number of arbitrary constants to be eliminated.

Properties
 The order of differential equation is equal to the number of arbitrary constants in the given
relation.
 The differential equation is consistent with the relation.
 The differential equation is free from arbitrary constants.

Techniques in Eliminating Arbitrary Constants

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DE 213 – Differential Equations
MODULE 01: INTRODUCTION AND SOLUTION TO FIRST ORDER DIFFERENTIAL EQUATIONS
1. By Differentiation
2. By Isolation of the Constants
3. By Determinants

Elimination of Arbitrary Constants by Differentiation

One of the ways differential equations are obtained is the elimination of the arbitrary constants
from a given equation. The general method to eliminate n arbitrary constants is to differentiate
the equation times. The arbitrary constants may then be eliminated from the
equations. The result will be a differentiation of order .
Steps in formulating a differential equation
a. Determine the number of arbitrary constant in the given function
b. Differentiate the function based on the number of arbitrary constant
c. Eliminate the arbitrary constant from the simultaneous equations

Consider the following illustrative examples:

Example 1
Eliminate the arbitrary constants from the given equation .
Solution:
Differentiate the equation twice since there are two (2) arbitrary constants.

Manipulate the equation by factoring out the coefficients.


( )
But we know that the expression is just equal to .
Substituting this to the latest version of the equation,
( )

Example 2
Eliminate the arbitrary constants from the given equation ( ) .
Solution:
Differentiate the equation once implicitly since there is only one (1) arbitrary constant.
( )( )
Manipulate the equation to get the expression for the arbitrary constant.

Substitute the expression for the arbitrary constant to the original equation.
[ ( )] ( )
( ) ( )

This can also be rewritten as


( )

Example 3
Eliminate the arbitrary constants in the equation given below

Solution:
(a) The equation contains 2 constants: ,
(b) (1. original relation/function)
(2. first order derivative)
(3. second order derivative)
(c) (4. Subtract equations 1 and 2)
(5. Subtract equations 2 and 3)

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DE 213 – Differential Equations
MODULE 01: INTRODUCTION AND SOLUTION TO FIRST ORDER DIFFERENTIAL EQUATIONS
(6. Subtract equations 4 and 5)
Thus, the function yields a differential equation

Example 4
Eliminate the arbitrary constants in the equation given below

Solution:
(a) (1. original relation/function)
(b) ( ) (differentiate implicitly)
(2. simplify the equation)
(c) (divide both sides by )
Thus, the function yields a differential equation
( )

Example 5
Eliminate the constants and from
( )
Solution:
(a) NOTE: being a parameter not to be eliminated.
(b) ( ) [ (1). original relation/function ]
Take the first and second derivative of the function
( ) ( ) ( ) ( )
(c) From eqn (1), ( ), substitute to eqn (3)

Thus, the function ( ) yields a differential equation

Elimination of Arbitrary Constants by Isolation

Example 6
Eliminate the arbitrary constants from the equation .
Solution:
Isolate the first arbitrary constant .

Differentiate both sides of the equation to eliminate the first arbitrary constant.

Isolate the second arbitrary constant .

Differentiate both sides of the equation to eliminate the second arbitrary constant.

Combine similar terms, if any; then, simplify the equation.

Multiply both sides of the equation by to eliminate the negative exponent.

Elimination of Arbitrary Constants by Determinants

Example 7
Eliminate the arbitrary constants from the equation .

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DE 213 – Differential Equations
MODULE 01: INTRODUCTION AND SOLUTION TO FIRST ORDER DIFFERENTIAL EQUATIONS
Solution:
Differentiate the equation twice since there are two (2) arbitrary constants.

In all the resulting equations, transpose all terms to one side of the equation.

The common factors of all the first terms in each equation is – .


The common factors of all the second terms in each equation is .
The common factors of all the second terms in each equation is .
Factor these out from all terms then create a matrix:

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Create the augmented determinant.

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Solve the determinant of the matrix,


[( )( )( ) ( )( )( ) ( )( )( )] [( )( )( ) ( )( )( ) ( )( )( )]
Simplify the expression on the left side of the equation.
( ) ( )
Simplify the equation further by combining similar terms.

Write the differential equation in standard form.

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