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PREFACE

DIFFERENTIAL EQUATIONS
A Simplified Text in Ordinary Differential Equations
for Engineering and Sciences

Harold Jan R. Terano, MET, ECE, LPT


Professor 1
College of Engineering and Graduate School
Camarines Sur Polytechnic Colleges
Nabua, Camarines Sur

Any copy of this book not bearing the original signature of the author/publisher on this
page shall be considered as coming from an illegal source.

Any entity (individual or corporation) who violates this copyright will be punished to the
fullest extent of the law.

Author/Publisher

iii
Author: Harold Jan R. Terano, ECE, MET
PREFACE

Copyright © 2015 by:


HAROLD JAN R. TERANO
Nabua, Camarines Sur
haroldterano@cspc.edu.ph

Published and Distributed by:


COLLEGE OF ENGINEERING
CAMARINES SUR POLYTECHNIC COLLEGES
Nabua, Camarines Sur

ALL RIGHTS RESERVED. No part of this book may be reproduced, photocopied or distributed,
or stored in a database or retrieval system in any form or by any means, electronic, mechanical,
recording or scanning without the prior written permission of the author.

iv
Author: Harold Jan R. Terano, ECE, MET
PREFACE

Preface
Differential equations is one of the oldest field in the modern mathematics. It is
consider being the mathematics of applications in the fields of engineering, physics, life
sciences and other areas in the field of mathematical modeling.

Differential equations is a higher mathematics course of applications. This needs


the prior knowledge of calculus as foundation for this course.

As a professor of the course, this material was prepared to better facilitate


students in learning differential equations. It is important for the students to master this
course since this is very important as a foundation in their higher courses in their
chosen field of studies. This material is a simplified text in ordinary differential
equations. The preparation of the contents of this material includes the topics on
ordinary differential equations that is suitable for a one semester course in a school
year. This material comprises of thirteen chapters.

Chapter 1 covers the discussion on the introduction to differential equations,


basic principles and terms that is very important as foundations that will be use in the
succeeding chapters of this material.

Chapters 2 to 7 cover the discussions on the different methods in finding the


solution of a first-order, first-degree differential equations. This includes solutions to
separable differential equations, homogeneous differential equations, exact differential
equations, non-exact differential equations, first-order linear differential equations and
Bernoulli’s differential equations.

Chapters 8 and 9 cover the applications of the first-order, first-degree differential


equations. This includes applications on exponential growth and decay problems as
applications to population growth, radioactive decay, continuous compound interest
problems and cooling and heating problems. Also, applications on physical and
geometrical problems are covered in chapter 9. This includes physical problems on
mechanics, flow problems, electric circuit problems, velocity of escape, and geometrical
problems on rectangular equations, isogonal trajectories and orthogonal trajectories.

Chapters 10 to 12 cover the discussions on higher-order differential equations.


This includes solutions to higher-order differential equations.

v
Author: Harold Jan R. Terano, ECE, MET
PREFACE

Chapter 13 covers the discussions on Laplace Transforms. This includes


introduction to Laplace transforms which consists of the methods in finding the Laplace
and inverse Laplace transforms of a given function and solution to linear differential
equations using the Laplace transforms.

The thirteen chapters of this material consist of discussions of a certain topic,


sample problems and exercises prepared at the end of every chapter for further
activities for the students.

ACKNOWLEDGMENTS

I would like to express my sincere gratitude and thanks to all my colleagues from
the Camarines Sur Polytechnic Colleges, Nabua, Camarines Sur, to my students,
friends and relatives, to my family and most of all to the Almighty God for their continual
supports and encouragement for the completion of this work. Without them, this work
will never be in reality.

To all, my sincere thanks and May God bless you!!!

HAROLD JAN R. TERANO, MET, ECE, LPT


Professor 1
College of Engineering and Graduate School
Camarines Sur Polytechnic Colleges, Nabua, Camarines Sur

vi
Author: Harold Jan R. Terano, ECE, MET
TABLE OF CONTENTS

Table of Contents
Page

Preface v

Chapter 1: INTRODUCTION TO DIFFERENTIAL EQUATIONS 1


1.1 Basic Definition 2
1.2 Types of Differential Equations 2
1.3 Order of a Differential Equation 3
1.4 Degree of a Differential Equation 3
1.5 Types of Solutions to a Differential Equation 3
1.6 Elimination of Arbitrary Constant 7
Chapter Exercise 9

Chapter 2: SEPARABLE DIFFERENTIAL EQUATIONS 11


2.1 Separable Differential Equations 12
2.2 Solutions to Separable Differential Equations 12
Chapter Exercise 16

Chapter 3: HOMOGENEOUS DIFFERENTIAL EQUATIONS 17


3.1 Homogeneous Polynomials 18
3.2 Differential Equations with Homogeneous Coefficients 20
Chapter Exercise 25

Chapter 4: EXACT DIFFERENTIAL EQUATIONS 27


4.1 Exact Differential Equations 28
4.2 Solutions to Exact Differential Equations 29
Chapter Exercise 37

Chapter 5: NON-EXACT DIFFERENTIAL EQUATIONS 39


5.1 Non-Exact Differential Equations 40
5.2 Solutions to Non-Exact Differential Equations 40
Chapter Exercise 47

Chapter 6: FIRST-ORDER LINEAR


DIFFERENTIAL EQUATIONS 49
6.1 First-Order Linear Differential Equations 50
6.2 Solutions to First-Order Linear Differential Equations 51
Chapter Exercise 54

Chapter 7: BERNOULLI’S DIFFERENTIAL EQUATIONS 57


7.1 Bernoulli’s Differential Equations 58
7.2 Solutions to Bernoulli’s Differential Equations 58
Chapter Exercise 64

vii
TABLE OF CONTENTS

Chapter 8: APPLICATIONS:
EXPONENTIAL GROWTH AND DECAY PROBLEMS 65
8.1 Population Growth 66
8.2 Radioactive Decay 68
8.3 Continuous Compound Interest Problems 70
8.4 Cooling and Heating Problems 72
Chapter Exercise 74

Chapter 9: APPLICATIONS:
PHYSICAL AND GEOMETRICAL PROBLEMS 77
9.1 Mechanics Problems 78
9.2 Flow Problems 82
9.3 Electrical Circuits 85
9.4 Velocity of Escape 89
9.5 Equation of Rectangular Curves 91
9.6 Isogonal Trajectories 92
9.7 Orthogonal Trajectories 93
Chapter Exercise 95

Chapter 10: LINEAR DIFFERENTIAL


EQUATIONS OF HIGHER ORDER 97
10.1 Linear Differential Equations of Higher Order 98
10.2 Linearly Independent Solutions 98
10.3 The Wronskian 98
10.4 The Differential Operator D 101
10.5 Linear Differential Equations in Operator Form 102
Chapter Exercise 103

Chapter 11: HOMOGENEOUS LINEAR DIFFERENTIAL


EQUATIONS WITH CONSTANT COEFFICIENTS 105
11.1 Homogeneous Second Order Linear
Differential Equations 106
11.2 nth-Order Homogeneous Linear
Differential Equations 109
Chapter Exercise 112

Chapter 12: NON-HOMOGENEOUS LINEAR DIFFERENTIAL


EQUATIONS WITH CONSTANT COEFFICIENTS 113
12.1 Non-Homogeneous Linear Differential Equations 114
12.2 The Method of Reduction of Order 114
12.3 The Method of Undetermined Coefficients 119
12.4 The Method of Variation of Parameters 124
12.5 Short Methods 127
12.6 Initial Value Problems for Linear
Differential Equations 132
Chapter Exercise 134

viii
TABLE OF CONTENTS

Chapter 13: LAPLACE TRANSFORMS SOLUTIONS TO


LINEAR DIFFERENTIAL EQUATIONS 137
13.1 The Laplace Transforms 138
13.2 Inverse Laplace Transforms 144
13.3 Solutions to Linear Differential Equations
using Laplace Transforms 147
Chapter Exercise 152

References 153

ix
CHAPTER 1 INTRODUCTION TO
DIFFERENTIAL EQUATIONS

Chapter INTRODUCTION TO
1 DIFFERENTIAL
EQUATIONS
Outline:
1.1 Basic Definition
1.2 Types of Differential Equations
1.3 Order of a Differential Equation
1.4 Degree of a Differential Equation
1.5 Types of Solutions to a Differential Equation
1.6 Elimination of Arbitrary Constant
ISAAC NEWTON (December 25, 1642 – March 20, 1727) was an
English physicist and mathematician and regarded to be as one of the most
influential scientist of all time. He published his book “Philosophiae Naturalis
Principia Mathematica” (Mathematical Principles of Natural Philosophy) in
1687. This work laid the foundations for most of classical mathematics. He
made great contribution in the field of physics and shares credit with Gottfried
Leibniz for the discovery of the infinitesimal calculus.
In 1671, Newton wrote The Method of Fluxions and Infinite Series
that was published in 1736 in which he first order differential equations,
known to him as fluxional equations, into three classes. The first two classes
contain only ordinary derivatives of one or more dependent variables, with
respect to a single independent variable, and are known today as "ordinary
differential equations"; the third class involves the partial derivatives of one
dependent variable and today is called "partial differential equations".

Overview:
Differential equations is the mathematics of applications that is very important in
understanding sciences and engineering in which many of the phenomena in nature can
be expressed in terms of the language of differential equations.
At start, it is important to know the main definition and important terms in the
study of differential equations that will be used throughout the discussion of the topics in
this text. It is important so that the user of this material will guide him as he proceeds
progressively throughout the whole chapters.
This chapter will introduce the basic definition of a differential equation, the types,
the order and the degree of a differential equation and the types of solutions to a
differential equation.

Objectives:
Upon completion of this chapter, the students will be able to:
1. Define differential equations.
2. Identify the different types, order and degree of a differential equation.
3. Differentiate general solution from a particular solution.
4. Show that a given solution is the solution to a differential equation.
5. Find the differential equations of a given solution by elimination of
arbitrary constant.

1
Author: Harold Jan R. Terano, ECE, ME
CHAPTER 1 INTRODUCTION TO
DIFFERENTIAL EQUATIONS

1.1 Basic Definition


A differential equation is an equation that contains derivatives or differentials. It
can contain one or more terms involving derivatives of one variable with respect to
another variable.
Examples are as follows:
1. 𝑦 ′ = 3𝑥 + 5
'()
2. '* (
+ 3𝑥𝑡 = 4𝑥 -
.) .)
3. ./
+ .0 = 𝑥𝑤 -

1.2 Types of Differential Equations


Differential equation has two types; the ordinary differential equation and the
partial differential equation.

1. Ordinary Differential Equations. It is an equation that contains ordinary


derivatives. It involves only one independent variable.

Examples:
a. 𝑦 2 = 𝑥 - + 2
b. 𝑦 22 = 4𝑥 + 𝑦 -
')
c. '*
+ 3𝑥 + 𝑡 = 5
'(/
d. ') (
= 4𝑥 + 5𝑦 -
'4) '() ')
e. '* 4
+ '* ( + '* = 5

2. Partial Differential Equations. It is an equation that contains partial derivatives.


It involves two or more independent variables. For partial derivatives, 𝑑
becomes a script delta 𝜕.

Examples:
.) .)
a. ./
+ .0 = 5
.( ) .( ) .( )
b. ./ (
+ .7 ( = .0 (
.( * .( * .*
c. .) (
+ ./ ( = .0
.8 .8 .8
d. .)
+ ./ + .7 = 0

2
Author: Harold Jan R. Terano, ECE, ME
CHAPTER 1 INTRODUCTION TO
DIFFERENTIAL EQUATIONS

1.3 Order of a Differential Equation


The order of a differential equation is the highest derivative appearing on the
equation.

Examples:
1. 𝑦 ′ = 4𝑥 - - First order
'(/ '/
2. ') (
+ ') = 𝑥𝑦 - Second order
.( * .*
3. .) (
+ 𝑥𝑡 = ./ - Second order

'4) '() ')


4. '* 4
+ '* ( = '*
+ 𝑥- - Third order
.) .)
5. ./
+ ./ = 0 - First order

1.4 Degree of a Differential Equation


The degree of a differential equation is the power to which the highest order
derivative is raised.

Examples:
-
'(/ '/
1. :') ( ; + ') = 3𝑥 - Second degree
-
'(/ '/ <
2. :') ( ; + :'); = 4𝑥 + 𝑦 - Second degree
'*
3. ')
+ 5𝑥𝑡 = 0 - First degree

4. 𝑦 ′′′ + (𝑦′′)- = 𝑦 ′ + 𝑦 − 5 - First degree


- <
5. @𝑦 (A) B + @𝑦 (<)B = 4𝑦′′ - Second degree

1.5 Types of Solutions to a Differential Equation


A differential equation can obtain two solutions; a general solution and a
particular solution.
A general solution is the primitive of a differential equation. It involves an
equation having an arbitrary constant (symbol, 𝑐).

Consider the example below.


𝑦′ = 𝑥- + 3
The general solution of the differential equation above can be obtained by
integrating both sides of the equation, as follows.
'/
')
= 𝑥- + 3

𝑑𝑦 = (𝑥 - + 3)𝑑𝑥

3
Author: Harold Jan R. Terano, ECE, ME
CHAPTER 1 INTRODUCTION TO
DIFFERENTIAL EQUATIONS

∫ 𝑑𝑦 = ∫(𝑥 - + 3)𝑑𝑥
)4
𝑦= <
+ 3𝑥 + 𝑐

The particular solution of a differential equation can be obtained from the


general solution by assigning definite values to the arbitrary constants. The values of
the arbitrary constants can be obtained using a given initial conditions or boundary
conditions.
An initial condition is a condition in which all are given at the same value of the
independent variable and the problem is called initial-value problem. For example, the
differential equation 𝑦 ′′ + 4𝑦 = 𝑒 ) , 𝑦(1) = 2, 𝑦 ′ (1) = −1, is an initial value problem since
the two conditions are given at 𝑥 = 1. If the conditions are given at more than one value
of the independent variable, the problem is a boundary-value problem and the
conditions are boundary conditions. For example, the differential equation 𝑦 ′′ + 4𝑦 =
𝑒 ) , 𝑦(0) = 2, 𝑦 ′ (1) = −1, is a boundary-value problem since the two conditions are given
at two different values 𝑥 = 0 and 𝑥 = 1.
For a first order differential equation, the condition is either initial condition or
boundary condition or simply called as condition.
Consider the previous obtained general solution.
)4
𝑦= <
+ 3𝑥 + 𝑐

given the condition 𝑦(3) = 1, find the particular solution.


Substitute the values using 𝑥 = 3 and 𝑦 = 1 and find the value of 𝑐.
(<)4
1= <
+ 3(3) + 𝑐

𝑐 = −17
Thus the particular solution is,
)4
𝑦= <
+ 3𝑥 − 17

A solution of differential equation is any function 𝑦 = 𝑓(𝑥) that satisfies the


equation.
From the previous discussions, we obtained the general solution and particular
solution from a given differential equation. We can verify if the given solution or the
obtained solution is actually the solution of a given differential equation.

Example(a).
Show that 𝑦 = 𝑥𝑒 ) is a solution of 𝑦 ′′ − 𝑦 ′ − 𝑒 ) = 0.
Solution:
First, get the first and second derivatives of the given solution.
𝑦 ′ = 𝑥𝑒 ) + 𝑒 )
𝑦 ′′ = 𝑥𝑒 ) + 𝑒 ) + 𝑒 )
𝑦 ′′ = 𝑥𝑒 ) + 2𝑒 )

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Author: Harold Jan R. Terano, ECE, ME
CHAPTER 1 INTRODUCTION TO
DIFFERENTIAL EQUATIONS

Then, substitute the derivatives to the differential equation.


𝑦 ′′ − 𝑦 ′ − 𝑒 ) = 0
𝑥𝑒 ) + 2𝑒 ) − (𝑥𝑒 ) + 𝑒 ) ) − 𝑒 ) = 0
0=0
Therefore, the particular solution is the solution to the differential equation.
Example(b).
Show that 𝑦 = cos 𝑥 is a solution of 𝑦 ′′′ + 𝑦 ′′ + 𝑦 ′ + 𝑦 = 0.
Solution:
Get the first to third derivatives of the function.
𝑦 ′ = − sin 𝑥
𝑦 ′′ = − cos 𝑥
𝑦 ′′′ = sin 𝑥
Substitute to the differential equation.
𝑦 ′′′ + 𝑦 ′′ + 𝑦 ′ + 𝑦 = 0
sin 𝑥 − cos 𝑥 − sin 𝑥 + cos 𝑥 = 0
0=0
Example(c).
'(R 'R
Show that 𝑠 = 1 + 2𝑒 Q* is a solution of '* ( + 2 '* + 𝑠 = 1.
Solution:
Get the first and second derivatives of the function.
'R
'*
= −2𝑒 Q*
'(R
'* (
= 2𝑒 Q*

Substitute to the differential equation.


'(R 'R
'* (
+ 2 '* + 𝑠 = 1

2𝑒 Q* + 2(−2𝑒 Q* ) + (1 + 2𝑒 Q* ) = 1
1=1
Example(d).
Show that 𝑦 = 𝑒 ) is a solution of 8𝑦 ′′′ + 6𝑦 ′′ − 15𝑦 ′ + 𝑦 = 0.
Solution:
Get the first to third derivatives of the function.
𝑦′ = 𝑒 )
𝑦 ′′ = 𝑒 )
𝑦 ′′′ = 𝑒 )
Substitute to the differential equation.
8𝑦 ′′′ + 6𝑦 ′′ − 15𝑦 ′ + 𝑦 = 0

5
Author: Harold Jan R. Terano, ECE, ME
CHAPTER 1 INTRODUCTION TO
DIFFERENTIAL EQUATIONS

8𝑒 ) + 6𝑒 ) − 15𝑒 ) + 𝑒 ) = 0
0=0
Example(e).
Show that 𝑦 = sin- 𝑥 is a solution of 𝑦 ′′ + 𝑦 ′ + 2𝑦 = 2 cos - 𝑥 + sin 2𝑥.
Solution:
Get the first and second derivatives of the function.
𝑦 ′ = 2 sin 𝑥 cos 𝑥
𝑦 ′′ = −2 sin- 𝑥 + 2 cos - 𝑥
Substitute to the differential equation.
𝑦 ′′ + 𝑦 ′ + 2𝑦 = 2 cos - 𝑥 + sin 2𝑥
(−2 sin- 𝑥 + 2 cos - 𝑥) + (2 sin 𝑥 cos 𝑥) + 2 sin- 𝑥 = 2 cos - 𝑥 + sin 2𝑥
2 cos - 𝑥 + 2 sin 𝑥 cos 𝑥 = 2 cos - 𝑥 + sin 2𝑥
Since 2 sin 𝑥 cos 𝑥 = sin 2𝑥, therefore,
2 cos - 𝑥 + sin 2𝑥 = 2 cos - 𝑥 + sin 2𝑥
Example(f).
Show that 𝑦 = 𝑒 ) cos 𝑥 is a solution of 𝑦 ′′ − 2𝑦 ′ + 2𝑦 = 0.
Solution:
Get the first and second derivatives of the function.
𝑦 ′ = −𝑒 ) sin 𝑥 + 𝑒 ) cos 𝑥
𝑦 ′′ = −𝑒 ) cos 𝑥 − 𝑒 ) sin 𝑥 − 𝑒 ) sin 𝑥 + 𝑒 ) cos 𝑥
= −2𝑒 ) sin 𝑥
Substitute to the differential equation.
𝑦 ′′ − 2𝑦 ′ + 2𝑦 = 0
(−2𝑒 ) sin 𝑥) − 2(−𝑒 ) sin 𝑥 + 𝑒 ) cos 𝑥) + 2(𝑒 ) cos 𝑥) = 0
0=0
Example(g).
(
Show that 𝑦 = 2 + 𝑒 Q) is a solution of 𝑦 ′ + 2𝑥𝑦 = 4𝑥.
Solution:
Get the first derivative of the function.
(
𝑦 ′ = −2𝑥𝑒 Q)
Substitute to the differential equation.
𝑦 ′ + 2𝑥𝑦 = 4𝑥
( (
−2𝑥𝑒 Q) + 2𝑥@2 + 𝑒 Q) B = 4𝑥
4𝑥 = 4𝑥

6
Author: Harold Jan R. Terano, ECE, ME
CHAPTER 1 INTRODUCTION TO
DIFFERENTIAL EQUATIONS

1.6 Elimination of Arbitrary Constant


To find the differential equation given the general or particular solution, first is to
differentiate the general solution, again, differentiate the derived solution, etc., until the
number of the derived equation is equal to the number of the independent arbitrary
constants, and then eliminate the constants from the derived equations.
Example(a).
Find the differential equation of 𝑥 - + 2𝑥𝑦 = 𝑐.
Solution:
Differentiating the given solution, we have,
2𝑥𝑑𝑥 + 2(𝑥𝑑𝑦 + 𝑦𝑑𝑥) = 0
(𝑥 + 𝑦)𝑑𝑥 + 𝑥𝑑𝑦 = 0
Example(b).
Find the differential equation of 𝑦 = 𝑐V sin 2𝑥 + 𝑐- cos 2𝑥.
Solution:
Differentiate the solution twice since there are two arbitrary constants,
therefore,
𝑦 ′ = 2𝑐V cos 2𝑥 − 2𝑐- sin 2𝑥
𝑦 ′′ = −4𝑐V sin 2𝑥 − 4𝑐- cos 2𝑥
𝑦 ′′ = −4(𝑐V sin 2𝑥 + 𝑐- cos 2𝑥)
Since 𝑦 = 𝑐V sin 2𝑥 + 𝑐- cos 2𝑥, thus the differential equation is,
𝑦 ′′ = −4𝑦
Example(c).
Find the differential equation of 𝑦 = 𝑐V 𝑒 ) + 𝑐- 𝑥𝑒 ) .
Solution:
Set the general solution as the first equation.
𝑦 = 𝑐V 𝑒 ) + 𝑐- 𝑥𝑒 ) → equation(1)
Differentiating the solution twice, we have,
𝑦 ′ = 𝑐V 𝑒 ) + 𝑐- (𝑥𝑒 ) + 𝑒 ) )
𝑦 ′ = 𝑐V 𝑒 ) + 𝑐- 𝑥𝑒 ) + 𝑐- 𝑒 ) → equation(2)
𝑦 ′′ = 𝑐V 𝑒 ) + 𝑐- (𝑥𝑒 ) + 𝑒 ) ) + 𝑐- 𝑒 )
𝑦 ′′ = 𝑐V 𝑒 ) + 𝑐- 𝑥𝑒 ) + 2𝑐- 𝑒 ) → equation(3)
Subtracting equation(2) to equation(3), we have,
𝑦 ′′ − 𝑦 ′ = 𝑐- 𝑒 ) → equation(4)
Subtracting equation(1) to equation(3), we have,
𝑦 ′′ − 𝑦 = 2𝑐- 𝑒 ) → equation(5)
Subtracting equation(4) to equation(5), we have,
𝑦 ′ − 𝑦 = 𝑐- 𝑒 ) → equation(6)

7
Author: Harold Jan R. Terano, ECE, ME
CHAPTER 1 INTRODUCTION TO
DIFFERENTIAL EQUATIONS

Subtracting equation(6) to equation(4), we have,


𝑦 ′′ − 2𝑦 ′ + 𝑦 = 0
The arbitrary constants had been eliminated; therefore, the differential
equation is 𝑦 ′′ − 2𝑦 ′ + 𝑦 = 0.
Example(d).
W
Find the differential equation of 𝑦 = sin 𝑥 + XYZ ).
Solution:
Isolating the arbitrary constant 𝑐 and differentiating, we have,
𝑦 sin 𝑥 = sin- 𝑥 + 𝑐
𝑦 sin 𝑥 − sin- 𝑥 = 𝑐
𝑦 cos 𝑥 + sin 𝑥 𝑦 ′ − 2 sin 𝑥 cos 𝑥 = 0
𝑦 ′ + 𝑦 cot 𝑥 − 2 cos 𝑥 = 0
𝑦 ′ + 𝑦 cot 𝑥 = 2 cos 𝑥
The differential equation is 𝑦 ′ + 𝑦 cot 𝑥 = 2 cos 𝑥.
Example(e).
Find the differential equation of the family of lines passing through the points
(2,5).
Solution:
From geometry, the general equation of the line given a points and slope
𝑚, is,
(𝑦 − 𝑦V ) = 𝑚(𝑥 − 𝑥V )
Substituting the points (2,5), we have,
(𝑦 − 5) = 𝑚(𝑥 − 2)
Since 𝑚 is a constant, it should be eliminated. By isolating the
constant and differentiating, we have,
/QA
𝑚 = )Q-
()Q-)('/)Q(/QA)('))
0= ()Q-)(
0 = (𝑥 − 2)𝑑𝑦 − (𝑦 − 5)𝑑𝑥
(𝑥 − 2)𝑑𝑦 − (𝑦 − 5)𝑑𝑥 = 0
Therefore, the differential equation is (𝑥 − 2)𝑑𝑦 − (𝑦 − 5)𝑑𝑥 = 0.
Example(f).
Find the differential equation of a circle with center at (ℎ, 𝑘).
Solution:
The general equation of a circle with center at (ℎ, 𝑘) is,
(𝑥 − ℎ)- + (𝑦 − 𝑘)- = 𝑟 -
Differentiating the equation, we have,
2(𝑥 − ℎ)𝑑𝑥 + 2(𝑦 − 𝑘)𝑑𝑦 = 0
(𝑥 − ℎ)𝑑𝑥 + (𝑦 − 𝑘)𝑑𝑦 = 0
Therefore, the differential equation is (𝑥 − ℎ)𝑑𝑥 + (𝑦 − 𝑘)𝑑𝑦 = 0.

8
Author: Harold Jan R. Terano, ECE, ME
CHAPTER 1 INTRODUCTION TO
DIFFERENTIAL EQUATIONS

Example(g).
Find the differential equation of the family of ellipses having their center at the
origin.
Solution:
The general equation of an ellipse having their vertices at the origin
is,
)( /(
`(
+ a( = 1

Differentiating the equation, we have,


-)') -/'/
`(
+ a(
=0

𝑏 - 𝑥𝑑𝑥 + 𝑎- 𝑦𝑑𝑦 = 0
Therefore, the differential equation is 𝑏 - 𝑥𝑑𝑥 + 𝑎- 𝑦𝑑𝑦 = 0.

Chapter Exercise
I. Show that the following solutions are the solutions to the differential equations
indicated.
XYZ )
1. sin 𝑦 = cos 𝑥; 𝑦 ′ = − efX /

2. 𝑦 = 𝑥 + 𝑒 ) + 𝑒 Q) ; 𝑦 ′′ − 𝑦 = −𝑥
V '/
3. 𝑦 = gZ(VQ)) ; (1 − 𝑥) ') = 𝑦 -
'/ Vk/ (
4. Arctan 𝑦 = Arctan 𝑥 ; ') − Vk) ( = 0

5. 𝑦 = sin 2𝑡 + cos 2𝑡 ; 𝑦 ′′ + 4𝑦 = 0

II. Find the particular solutions of the given general solutions satisfying the given
conditions.

1. 𝑒 ) − 4𝑦 - = 𝑐; 𝑦(ln 2) = 1 Ans: 𝑒 ) − 4𝑦 - = −2
2. 𝑥 - + 𝑦 - = 𝑐; 𝑦(1) = 1 Ans: 𝑥 - + 𝑦 - = 2
3. 𝑐𝑦 - = 𝑥 < + 𝑥𝑦 - ; 𝑦(2) = 1 Ans: 10𝑦 - = 𝑥 < + 𝑥𝑦 -
4. 𝑦 = tan 𝑥 + 𝑐; 𝑦(0) = 0 Ans: 𝑦 = tan 𝑥
5. 2𝑥 + sin 𝑥 = 𝑐 + (1 + 𝑦 - )- ; 𝑦(0) = 1 Ans: 2𝑥 + sin 𝑥 = −4 + (1 + 𝑦 - )-

III. Find the differential equations of the following general solutions.

1. 𝑦 = 𝑐V 𝑒 -) + 𝑐- 𝑒 Q) Ans: 𝑦 ′′ − 𝑦 ′ − 2𝑦 = 0
2. 𝑦𝑒 -) − 2 cos 𝑥 = 𝑐 Ans: 2(𝑦𝑒 -) + sin 𝑥)𝑑𝑥 + 𝑒 -) 𝑑𝑦 = 0
3. (𝑦 − 𝑥)< = 𝑐𝑥 Ans: 3𝑥𝑑𝑦 − (2𝑥 + 𝑦)𝑑𝑥 = 0
V
4. 𝑦 = 𝑐V 𝑒 ) + 𝑐- 𝑒 Q<) + A 𝑒 -) Ans: 𝑦 ′′ + 2𝑦 ′ − 3𝑦 = 𝑒 -)

5. 𝑦 = 𝑐V cos 2𝑥 + 𝑐- sin 2𝑥 Ans: 𝑦 ′′ + 4𝑦 ′ = 0

9
Author: Harold Jan R. Terano, ECE, ME
CHAPTER 1 INTRODUCTION TO
DIFFERENTIAL EQUATIONS

IV. Find the differential equations described by the following family of curves.

1. Parabolas 𝑦 = 𝑐𝑥 - . Ans: 𝑥𝑑𝑦 − 2𝑦𝑑𝑥 = 0


2. Curve 𝑦 = 𝑐 cos 𝑥. Ans: cos 𝑥 𝑑𝑦 + 𝑦 sin 𝑥 𝑑𝑥 = 0
3. Straight lines with slope and 𝑦-intercept equal. Ans: 𝑦𝑑𝑥 − (𝑥 + 1)𝑑𝑦 = 0
<
4. Circles with center on the 𝑦-axis. Ans: 𝑥𝑦 ′′ − @𝑦 ′ B − 𝑦 ′ = 0
5. Ellipses having their center at (ℎ, 𝑘). Ans: 𝑏 - (𝑥 − ℎ)𝑑𝑥 + 𝑎- (𝑦 − 𝑘)- = 0

10
Author: Harold Jan R. Terano, ECE, ME
CHAPTER 2 SEPARABLE
DIFFERENTIAL EQUATIONS

Chapter SEPARABLE
2 DIFFERENTIAL
EQUATIONS
Outline:
2.1 Separable Differential Equations
2.2 Solutions to Separable Differential Equations

GOTTFRIED WILHELM VON LEIBNIZ (July 1, 1646 –


November 14, 1716) was a German mathematician and philosopher. He
developed the infinitesimal calculus independently of Isaac Newton where
his mathematical notation was widely used since it was published.
In 1676, Leibniz introduced the term “differential equations”
(aequatio differentialis, Latin) that denote a relationship between the
differentials dx and dy of two variables x and y. In 1693, he solved his first
differential equation and that same year Newton published the results of
previous differential equation solution methods - a year that is said to
mark the inception for the differential equations as a distinct field in
mathematics.
In 1691, he discovers the technique of separation of variables for
ordinary differential equations.

Overview:
We had already discussed the types of solutions to differential equations in
chapter 1. For this chapter, the first method of finding the solution for a differential
equation will be covered.
The solution of a first order differential equation that will be discussed in this
chapter is the solution of a variable separable differential equation. Differential
equations that can be easily separated in which terms of same variables of the equation
can be combined are considered to be separable differential equations. This method
applies direct integration on the separated terms.

Objectives:

Upon completion of this chapter, the students will be able to:


1. Define separable differential equations.
2. Identify the different forms of separable differential equations.
3. Solve separable differential equations.

11
Author: Harold Jan R. Terano, ECE, ME
CHAPTER 2 SEPARABLE
DIFFERENTIAL EQUATIONS

2.1 Separable Differential Equations


A first order differential equation is separable if the variables can be separated
and combined like terms so that direct integration can be executed.
Differential equations of the form,
'/
1. ')
= 𝑓(𝑥)
'/
2. ')
= 𝑔(𝑦)
'/
3. ')
= 𝑓(𝑥)𝑔(𝑦)
'/ 8())
4. ')
= n(/)
'/ n(/)
5. ')
= 8())

are all separable differential equations.


The above differential equations can be solved by direct integration by writing in
the form,
1. 𝑑𝑦 = 𝑓(𝑥)𝑑𝑥
integrating both sides of the equation, then,
∫ 𝑑𝑦 = ∫ 𝑓(𝑥)𝑑𝑥 + 𝑐
is the general equation of the differential equation.
Other forms are,
'/
2. ')
= 𝑔(𝑦)
'/
∫ n(/) = ∫ 𝑑𝑥 + 𝑐
'/
3. ')
= 𝑓(𝑥)𝑔(𝑦)
'/
∫ n(/) = ∫ 𝑓(𝑥)𝑑𝑥 + 𝑐
'/ 8())
4. ')
= n(/)

∫ 𝑔(𝑦)𝑑𝑦 = ∫ 𝑓(𝑥)𝑑𝑥 + 𝑐
'/ n(/)
5. ')
= 8())
'/ ')
∫ n(/) = ∫ 8()) + 𝑐

2.2 Solutions to Separable Differential Equations


The basic forms of separable differential equations were already discussed in the
previous section. Obtaining the general equation of the separable differential equation
can be done by combining like terms and integrating. Consider the following examples.

12
Author: Harold Jan R. Terano, ECE, ME
CHAPTER 2 SEPARABLE
DIFFERENTIAL EQUATIONS

Example(a).
Obtain the general solution of 𝑦 ′ + 4𝑥 = 5.
Solution:
'/
𝑦′ can be written in the form ') .
'/
')
+ 4𝑥 = 5
'/
')
= 5 − 4𝑥

By separating the variables, we get,


𝑑𝑦 = (5 − 4𝑥)𝑑𝑥
Integrating both sides of the equation, we obtain,
∫ 𝑑𝑦 = ∫(5 − 4𝑥)𝑑𝑥
𝑦 = 5𝑥 − 2𝑥 - + 𝑐
Example(b).
'R
Obtain the general solution of '*
+ 𝑒 -* = sin 𝑡.
Solution:
'R
'*
+ 𝑒 -* = sin 𝑡
'R
'*
= sin 𝑡 − 𝑒 -*

Separating the variables,


𝑑𝑠 = (sin 𝑡 − 𝑒 -* )𝑑𝑡
Integrating both sides,
∫ 𝑑𝑠 = ∫(sin 𝑡 − 𝑒 -* )𝑑𝑡
V
𝑠 = − cos 𝑡 − - 𝑒 -* + 𝑐

Example(c).
Obtain the general solution of sin 𝑥 cos 𝑦 𝑑𝑦 = sin 𝑦 cos 𝑥 𝑑𝑥.
Solution:
Separating the variables,
sin 𝑥 cos 𝑦 𝑑𝑦 = sin 𝑦 cos 𝑥 𝑑𝑥
efX / efX )
XYZ /
𝑑𝑦 = XYZ )
𝑑𝑥

cot 𝑦 𝑑𝑦 = cot 𝑥 𝑑𝑥
Integrating both sides,
∫ cot 𝑦 𝑑𝑦 = ∫ cot 𝑥 𝑑𝑥
ln sin 𝑦 = ln sin 𝑥 + 𝑐
The general solution is already in a correct form, but the presence of two
logarithmic terms suggests that we take also the logarithm of the arbitrary
constant to better simplify the solution.

13
Author: Harold Jan R. Terano, ECE, ME
CHAPTER 2 SEPARABLE
DIFFERENTIAL EQUATIONS

Thus,
ln sin 𝑦 = ln sin 𝑥 + ln 𝑐
Simplifying the terms, we get,
ln sin 𝑦 − ln sin 𝑥 = ln 𝑐
By the properties of logarithm, we obtain,
XYZ /
ln XYZ ) = ln 𝑐

Simplifying the equation, we get,


opq r
𝑒 gZopq s = 𝑒 gZ W
XYZ /
XYZ )
=𝑐
Therefore, the general solution is,
sin 𝑦 = 𝑐 sin 𝑥
Example(d).
Obtain the general solution of, 𝑒 / sin 𝑥 𝑑𝑥 = 𝑒 ) cos 𝑦 𝑑𝑦.
Solution:
Separating the variables,
𝑒 / sin 𝑥 𝑑𝑥 = 𝑒 ) cos 𝑦 𝑑𝑦
XYZ ) efX /
ts
𝑑𝑥 = tr
𝑑𝑦

𝑒 Q) sin 𝑥 𝑑𝑥 = 𝑒 Q/ cos 𝑦 𝑑𝑦
Integrating both sides,
∫ 𝑒 Q) sin 𝑥 𝑑𝑥 = ∫ 𝑒 Q/ cos 𝑦 𝑑𝑦
From integral calculus,
V
∫ 𝑒 Q) sin 𝑥 𝑑𝑥 = − - 𝑒 Q) (sin 𝑥 + cos 𝑥) and
V
∫ 𝑒 Q/ cos 𝑦 𝑑𝑦 = - 𝑒 Q/ (sin 𝑦 − cos 𝑦)
Therefore,
∫ 𝑒 Q) sin 𝑥 𝑑𝑥 = ∫ 𝑒 Q/ cos 𝑦 𝑑𝑦
V V
− - 𝑒 Q) (sin 𝑥 + cos 𝑥) = - 𝑒 Q/ (sin 𝑦 − cos 𝑦) + 𝑐
V V
− - 𝑒 Q) (sin 𝑥 + cos 𝑥) − - 𝑒 Q/ (sin 𝑦 − cos 𝑦) = 𝑐

Multiplying both sides of the equation by −2, we get,


𝑒 Q) (sin 𝑥 + cos 𝑥) + 𝑒 Q/ (sin 𝑦 − cos 𝑦) = −2𝑐
Since the arbitrary constant 𝑐 is multiplied by a factor −2 and that factor
is also a constant, we can just simply combined it as a single constant 𝑐, thus,
the general solution is,
𝑒 Q) (sin 𝑥 + cos 𝑥) + 𝑒 Q/ (sin 𝑦 − cos 𝑦) = 𝑐

14
Author: Harold Jan R. Terano, ECE, ME
CHAPTER 2 SEPARABLE
DIFFERENTIAL EQUATIONS

Example(e).
Obtain the general solution of (1 + 𝑥 - )𝑑𝑦 = (1 + 𝑦 - )𝑑𝑥.
Solution:
Separating the variables,
(1 + 𝑥 - )𝑑𝑦 = (1 + 𝑦 - )𝑑𝑥
'/ ')
(Vk/ ( )
= (Vk) ()

Integrating both sides, the general solution is,


'/ ')
∫ (Vk/ ( ) = ∫ (Vk) ()

Arctan 𝑦 = Arctan 𝑥 + 𝑐
Example(f).
Obtain the particular solution of 𝑥 tan 𝑦 𝑑𝑥 = 𝑒 Q) 𝑑𝑦, that satisfies the condition
u
𝑦(0) = - .
Solution:
Separating the variables,
𝑥 tan 𝑦 𝑑𝑥 = 𝑒 Q) 𝑑𝑦
) '/
t vs
𝑑𝑥 = wxZ /

𝑥𝑒 ) 𝑑𝑥 = cot 𝑦 𝑑𝑦
Integrating both sides,
∫ 𝑥𝑒 ) 𝑑𝑥 = ∫ cot 𝑦 𝑑𝑦
From integral calculus,
∫ 𝑥𝑒 ) 𝑑𝑥 = 𝑥𝑒 ) − 𝑒 ) and
∫ cot 𝑦 𝑑𝑦 = ln sin 𝑦
Therefore, the general solution is,
∫ 𝑥𝑒 ) 𝑑𝑥 = ∫ cot 𝑦 𝑑𝑦
𝑥𝑒 ) − 𝑒 ) = ln sin 𝑦 + 𝑐
To get the particular solution, get the value of the arbitrary constant 𝑐,
u
using the condition 𝑦(0) = - , therefore,
𝑒 ) (𝑥 − 1) − ln sin 𝑦 = 𝑐
u
when 𝑥 = 0 and 𝑦 = - , 𝑐 = −1 thus, the particular solution is,

𝑒 ) (𝑥 − 1) − ln sin 𝑦 = −1
Example(g).
Obtain the particular solution of 𝑦𝑑𝑦 + 2𝑥𝑑𝑥 = 𝑒 ) 𝑑𝑥 that satisfies the condition
𝑦𝑦(0) = 1.
Solution:
The equation is already separated, thus, direct integration can be
executed.

15
Author: Harold Jan R. Terano, ECE, ME
CHAPTER 2 SEPARABLE
DIFFERENTIAL EQUATIONS

Integrating both sides of the equation,


∫ 𝑦𝑑𝑦 + 2 ∫ 𝑥𝑑𝑥 = ∫ 𝑒 ) 𝑑𝑥
1
2
𝑦- + 𝑥- = 𝑒 ) + 𝑐
V
When 𝑥𝑥 = 0 and 𝑦𝑦 = 1, 𝑐𝑐 = − -, then the particular solution is,
1 V
2
𝑦- + 𝑥- = 𝑒 ) − -

𝑦 - + 2𝑥 - = 2𝑒 ) − 1

Chapter Exercise
I. Obtain the general solutions of the given differential equations.

1. 4𝑦𝑑𝑥 = 5𝑥𝑑𝑦 Ans: 𝑥 y = 𝑐𝑦 A


( Q/ (
2. 𝑦 ′ + 𝑥𝑒 ) =0 Ans: 𝑒 ) + 2𝑒 / = 𝑐
) ( kV V
3. 𝑦 ′ = )QV
Ans: 𝑦 = - 𝑥 - + 𝑥 + ln(𝑥 − 1)- + 𝑐

4. 3(𝑦 + 1)𝑑𝑥 + 𝑥𝑦𝑑𝑦 = 0 Ans: 𝑥 < 𝑒 / = 𝑐(𝑦 + 1)


5. csc - 𝑦 𝑑𝑥 = csc 𝑥 𝑑𝑦 Ans: 2𝑦 − sin 2𝑦 + 4 cos 𝑥 = 𝑐
/ -
6. 𝑥𝑑𝑦 = 𝑦(𝑥𝑒 -) + 1)𝑑𝑥 Ans: ln :); − 𝑒 -) = 𝑐
4 {
7. z𝑥𝑦 𝑑𝑦 = 𝑥 - 𝑑𝑥 Ans: 5𝑦 ( − 3𝑥 ( = 𝑐
8. 𝑦 ′ = 𝑥 sin- 𝑦 Ans: 2 cot 𝑦 − 𝑥 - = 𝑐
9. 𝑥 - 𝑑𝑥 + 𝑦(1 − 𝑥)𝑑𝑦 = 0 Ans: 𝑥 - + 2𝑥 + ln(1 − 𝑥)- − 𝑦 - = 𝑐
10. (𝑦 - + 1)𝑑𝑥 − 𝑥 √𝑥 - − 1 𝑑𝑦 = 0 Ans: Arctan √𝑥 - − 1 − Arctan 𝑦 = 𝑐

II. Obtain the particular solutions satisfying the indicated conditions.


') '/
1. gZ / + ) ( = 0; 𝑦(3) = 1 Ans: 𝑥 < + 3𝑦 ln 𝑦 − 3𝑦 = 24
gZ )
2. tr
𝑑𝑥 = 𝑥𝑑𝑦; 𝑦(1) = 0 Ans: ln- 𝑥 − 2𝑒 / = −2
} }
') )
3. /
= (25 − 𝑥 - )Q( 𝑑𝑦; 𝑦(0) = 1 Ans: 25 Arcsin :A; + 𝑥(25 − 𝑥 - )( − 𝑦 - = −1

4. sin 𝑥 cos 𝑦 𝑑𝑥 + sin 𝑦 cos 𝑥 𝑑𝑦 = 0; 𝑦(0) = 0 Ans: cos 𝑥 cos 𝑦 = 1


')
5. / ( = 𝑒 ) 𝑑𝑦; 𝑦(∞) = 1 Ans: 3𝑒 Q) + 𝑦 < = 1

16
Author: Harold Jan R. Terano, ECE, ME
CHAPTER 3 HOMOGENEOUS
DIFFERENTIAL EQUATIONS

Chapter HOMOGENEOUS
3 DIFFERENTIAL
EQUATIONS

Outline:
3.1 Homogeneous Polynomials
3.2 Differential Equations with Homogeneous Coefficients

GABRIELE MANFREDI (March 25, 1681 – October 13, 1761)


was an Italian mathematician who undertook important work in the field of
calculus.
He set forth the results of his work obtained in solving problems
related to differential equations and the foundations of calculus in his work
De constructionae aequationum differentialium primi gradus (1707). His
paper Breve schediasma geometrico per la costruzione di una gran parte
delle equazioni differenziali di primo grado (1714) described the
procedure commonly adopted for integrating first-order homogeneous
differential equations.

Overview:
This chapter deals on the second method of solving first order ordinary
differential equations. This method is a substitution method of a certain differential
equation known as homogeneous differential equation. By the use of another variable in
substitution, the equation will be reduced eventually to a separable differential equation
that can be easily solved by the solution of a separable differential equation.

Objectives:

Upon completion of this chapter, the students will be able to:


1. Define homogenous polynomials.
2. Identify whether a polynomial is homogeneous or not.
3. Determine the degree of homogeneous polynomials.
4. Solve homogeneous differential equations.

17
Author: Harold Jan R. Terano, ECE, ME
CHAPTER 3 HOMOGENEOUS
DIFFERENTIAL EQUATIONS

3.1 Homogeneous Polynomials


Polynomials in which all terms are of the same degree are all homogeneous
polynomials.
Such examples are,
1. 𝑥 - − 4𝑥𝑦 + 𝑦 -
2. 8𝑥 - 𝑦 + 𝑥 <
3. 5𝑥 y + 𝑥𝑦 <
A function 𝑓(𝑥, 𝑦) is called homogeneous of degree 𝑛, if
𝑓(𝜆𝑥, 𝜆𝑦) = 𝜆€ 𝑓(𝑥, 𝑦)

Example(a).
For the function 𝑓(𝑥, 𝑦) = 𝑥 A − 𝑥 - 𝑦 < , determine whether homogeneous or not.
Determine also the degree of the function.
Solution:
𝑓(𝑥, 𝑦) = 𝑥 A − 𝑥 - 𝑦 <
𝑓(𝜆𝑥, 𝜆𝑦) = 𝜆A 𝑥 A − 𝜆- 𝑥 - 𝜆< 𝑦 <
𝑓(𝜆𝑥, 𝜆𝑦) = 𝜆A 𝑥 A − 𝜆A 𝑥 - 𝑦 <
𝑓(𝜆𝑥, 𝜆𝑦) = 𝜆A (𝑥 A − 𝑥 - 𝑦 < )
The function is homogeneous of degree 5.
Example(b).
For the function 𝑓(𝑥, 𝑦) = 𝑥 < − 5𝑦 - z𝑥 - + 𝑦 - , determine whether homogeneous
or not. Determine also the degree of the function.
Solution:
𝑓(𝑥, 𝑦) = 𝑥 < − 5𝑦 - z𝑥 - + 𝑦 -

𝑓(𝜆𝑥, 𝜆𝑦) = 𝜆< 𝑥 < − 5𝜆- 𝑦 - z𝜆- 𝑥 - + 𝜆- 𝑦 -

𝑓(𝜆𝑥, 𝜆𝑦) = 𝜆< 𝑥 < − 5𝜆- 𝑦 - z𝜆- (𝑥 - + 𝑦 - )

𝑓(𝜆𝑥, 𝜆𝑦) = 𝜆< 𝑥 < − 5𝜆- 𝑦 - 𝜆z𝑥 - + 𝑦 -

𝑓(𝜆𝑥, 𝜆𝑦) = 𝜆< 𝑥 < − 5𝜆< 𝑦 - z𝑥 - + 𝑦 -

𝑓(𝜆𝑥, 𝜆𝑦) = 𝜆< @𝑥 < − 5𝑦 - z𝑥 - + 𝑦 - B


The function is homogeneous of degree 3.
Example(c).
z) ( k/ (
For the function 𝑓(𝑥, 𝑦) = , determine whether homogeneous or not.
z) ( Q/ (
Determine also the degree of the function.
Solution:
z) ( k/ (
𝑓(𝑥, 𝑦) =
z) ( Q/ (
z•( ) ( k•( / (
𝑓(𝜆𝑥, 𝜆𝑦) =
z•( ) ( Q•( / (

18
Author: Harold Jan R. Terano, ECE, ME
CHAPTER 3 HOMOGENEOUS
DIFFERENTIAL EQUATIONS

z•( () ( k/ ( )
𝑓(𝜆𝑥, 𝜆𝑦) =
z•( () ( Q/ ( )

•z) ( k/ (
𝑓(𝜆𝑥, 𝜆𝑦) =
•z) ( Q/ (

z) ( k/ (
𝑓(𝜆𝑥, 𝜆𝑦) = 𝜆‚
z) ( Q/ (

The function is homogeneous of degree 0.


Example(d).
For the function 𝑓(𝑥, 𝑦) = 𝑒 ) + tan 𝑥, determine whether homogeneous or not.
Determine also the degree of the function.
Solution:
𝑓(𝑥, 𝑦) = 𝑒 ) + tan 𝑥
𝑓(𝜆𝑥, 𝜆𝑦) = 𝑒 •) + tan 𝜆𝑥
The function is not homogeneous.
Example(e).
For the function 𝑓(𝑥, 𝑦) = 2𝑦 + z𝑥 - + 𝑦 - , determine whether homogeneous or
not. Determine also the degree of the function.
Solution:
𝑓(𝑥, 𝑦) = 2𝑦 + z𝑥 - + 𝑦 -

𝑓(𝜆𝑥, 𝜆𝑦) = 2𝜆𝑦 + z𝜆- 𝑥 - + 𝜆- 𝑦 -

𝑓(𝜆𝑥, 𝜆𝑦) = 2𝜆𝑦 + 𝜆z𝑥 - + 𝑦 -

𝑓(𝜆𝑥, 𝜆𝑦) = 𝜆@2𝑦 + z𝑥 - + 𝑦 - B


The function is homogeneous of degree 1.
Example(f).
) 4 ky) ( /
For the function 𝑓(𝑥, 𝑦) = )k-/
, determine whether homogeneous or not.
Determine also the degree of the function.
Solution:
) 4 ky) ( /
𝑓(𝑥, 𝑦) = )k-/

•4 ) 4 ky•( ) ( •/
𝑓(𝜆𝑥, 𝜆𝑦) = •)k-•/

•4 @) 4 ky) ( /B
𝑓(𝜆𝑥, 𝜆𝑦) = •()k-/)

•( @) 4 ky) ( /B
𝑓(𝜆𝑥, 𝜆𝑦) = )k-/

The function is homogeneous of degree 2.


Example(g).
For the function 𝑓(𝑥, 𝑦) = 𝑦 ln 𝑦 − 𝑦 ln 𝑥, determine whether homogeneous or
not. Determine also the degree of the function.

19
Author: Harold Jan R. Terano, ECE, ME
CHAPTER 3 HOMOGENEOUS
DIFFERENTIAL EQUATIONS

Solution:
𝑓(𝑥, 𝑦) = 𝑦 ln 𝑦 − 𝑦 ln 𝑥
𝑓(𝜆𝑥, 𝜆𝑦) = 𝜆𝑦 ln 𝜆𝑦 − 𝜆𝑦 ln 𝜆𝑥
𝑓(𝜆𝑥, 𝜆𝑦) = 𝜆𝑦(ln 𝜆𝑦 − ln 𝜆𝑥)
•/
𝑓(𝜆𝑥, 𝜆𝑦) = 𝜆𝑦 :ln •) ;
/
𝑓(𝜆𝑥, 𝜆𝑦) = 𝜆𝑦 :ln ) ;

𝑓(𝜆𝑥, 𝜆𝑦) = 𝜆𝑦(ln 𝑦 − ln 𝑥)


𝑓(𝜆𝑥, 𝜆𝑦) = 𝜆(𝑦 ln 𝑦 − 𝑦 ln 𝑥)
The function is homogeneous of degree 1.

3.2 Differential Equations with Homogeneous Coefficients


'/
A first order differential equation in standard form ') = 𝑓(𝑥, 𝑦) is homogeneous
if it contains a homogeneous coefficient.
If the differential equation 𝑀(𝑥, 𝑦)𝑑𝑥 + 𝑁(𝑥, 𝑦)𝑑𝑦 = 0 is homogeneous, this can
be written as,
'/ …(),/)
')
= − †(),/)

This now suggests that transformation by introducing a new variable 𝑣. It is done


by putting, 𝑦 = 𝑣𝑥 and 𝑑𝑦 = 𝑣𝑑𝑥 + 𝑥𝑑𝑣 (product rule of differentiation) or 𝑥 = 𝑣𝑦 and
𝑑𝑥 = 𝑣𝑑𝑦 + 𝑦𝑑𝑣. The transformation will reduce any homogeneous equation to the form
𝑀(𝑥, 𝑣)𝑑𝑥 + 𝑁(𝑥, 𝑣)𝑑𝑣 = 0 or 𝑀(𝑣, 𝑦)𝑑𝑣 + 𝑁(𝑣, 𝑦)𝑑𝑦 = 0 in which the variables can be
/ )
separated. After separating and integrating, 𝑣 is replaced by ) or / to recover the
original variables.
It is easy to substitute the differential 𝑥 or 𝑦 (𝑑𝑥 or 𝑑𝑦) that contain few
variables than that of many, say,
(𝑥 - − 4𝑥𝑦 + 𝑦 - )𝑑𝑦 + 𝑥𝑦𝑑𝑥 = 0
We can substitute 𝑥 = 𝑣𝑦 and 𝑑𝑥 = 𝑣𝑑𝑦 + 𝑦𝑑𝑣, since 𝑑𝑥 contains only one
term than that of 𝑑𝑦 which has three terms.
Example(a).
Obtain the general solution of (𝑥 - + 𝑦 - )𝑑𝑥 + 𝑥𝑦𝑑𝑦 = 0.
Solution:
The differential equation is homogeneous of degree 3.
Use, 𝑦 = 𝑣𝑥 and 𝑑𝑦 = 𝑣𝑑𝑥 + 𝑥𝑑𝑣, then,
(𝑥 - + 𝑦 - )𝑑𝑥 + 𝑥𝑦𝑑𝑦 = 0
(𝑥 - + 𝑣 - 𝑥 - )𝑑𝑥 + 𝑥(𝑣𝑥)(𝑣𝑑𝑥 + 𝑥𝑑𝑣) = 0
𝑥 - 𝑑𝑥 + 𝑣 - 𝑥 - 𝑑𝑥 + 𝑣 - 𝑥 - 𝑑𝑥 + 𝑣𝑥 < 𝑑𝑣 = 0
By separating and combining like terms, we have,
(1 + 2𝑣 - )𝑑𝑥 + 𝑣𝑥𝑑𝑣 = 0
') ˆ
)
+ (Vk-ˆ () 𝑑𝑣 = 0

20
Author: Harold Jan R. Terano, ECE, ME
CHAPTER 3 HOMOGENEOUS
DIFFERENTIAL EQUATIONS

Integrating both sides of the equation, we get,


') ˆ
∫ )
+ ∫ (Vk-ˆ () 𝑑𝑣 = ∫ 0
V
ln 𝑥 + y ln(1 + 2𝑣 - ) = ln 𝑐
}
ln 𝑥 + ln(1 + 2𝑣 - )‰ = ln 𝑐
}
ln Š𝑥(1 + 2𝑣 - )‰ ‹ = ln 𝑐
}
𝑥(1 + 2𝑣 - )‰ = 𝑐
/
Then, substitute 𝑣 = ) , thus, the general solution is,
}
/ - ‰
𝑥 Œ1 + 2 :); • = 𝑐
}
) ( k-/ ( ‰
𝑥: )(
; =𝑐
- (𝑥 -
𝑥 + 2𝑦 - ) = 𝑐
Example(b).
Obtain the general solution of 𝑦 - 𝑑𝑥 − (𝑥 + 𝑦)- 𝑑𝑦 = 0.
Solution:
The differential equation is homogeneous of degree 2.
Use 𝑥 = 𝑣𝑦 and 𝑑𝑥 = 𝑣𝑑𝑦 + 𝑦𝑑𝑣, then,
𝑦 - 𝑑𝑥 − (𝑥 + 𝑦)- 𝑑𝑦 = 0
𝑦 - (𝑣𝑑𝑦 + 𝑦𝑑𝑣) − (𝑣𝑦 + 𝑦)- 𝑑𝑦 = 0
𝑣𝑦 - 𝑑𝑦 + 𝑦 < 𝑑𝑣 − 𝑦 - (𝑣 + 1)- 𝑑𝑦 = 0
𝑣𝑑𝑦 + 𝑦𝑑𝑣 − (𝑣 + 1)- 𝑑𝑦 = 0
−(𝑣 - + 𝑣 + 1)𝑑𝑦 + 𝑦𝑑𝑣 = 0
By separating and combining like terms, we have,
'/ 'ˆ
/
− ˆ ( kˆkV = 0

Integrating both sides of the equation, we get,


'/ 'ˆ
∫ /
− ∫ ˆ ( kˆkV = ∫ 0
'/ 'ˆ
∫ −∫ ( = ∫0
/ } ( √4
:ˆk ; kŽ •
( (

-√< -ˆkV
ln 𝑦 − <
tanQV Š ‹=𝑐
√<
)
Then, substitute 𝑣 = /, thus, the general solution is,
s
-√< -: ;kV
QV r
ln 𝑦 − <
tan • ‘=𝑐
√<

-√< √< (-)k/)


ln 𝑦 − <
tanQV Š </
‹=𝑐

21
Author: Harold Jan R. Terano, ECE, ME
CHAPTER 3 HOMOGENEOUS
DIFFERENTIAL EQUATIONS

Example(c).
Obtain the general solution of 3𝑥𝑑𝑦 − (2𝑥 + 𝑦)𝑑𝑥 = 0.
Solution:
The differential equation is homogeneous of degree 1.
Use 𝑦 = 𝑣𝑥 and 𝑑𝑦 = 𝑣𝑑𝑥 + 𝑥𝑑𝑣, then,
3𝑥𝑑𝑦 − (2𝑥 + 𝑦)𝑑𝑥 = 0
3𝑥(𝑣𝑑𝑥 + 𝑥𝑑𝑣) − (2𝑥 + 𝑣𝑥)𝑑𝑥 = 0
3𝑣𝑥𝑑𝑥 + 3𝑥 - 𝑑𝑣 − 2𝑥𝑑𝑥 − 𝑣𝑥𝑑𝑥 = 0
2𝑣𝑥𝑑𝑥 − 2𝑥𝑑𝑥 + 3𝑥 - 𝑑𝑣 = 0
2(𝑣 − 1)𝑑𝑥 + 3𝑥𝑑𝑣 = 0
- <
)
𝑑𝑥 + ˆQV 𝑑𝑣 = 0

Integrating both sides of the equation, we get,


- <
∫ ) 𝑑𝑥 + ∫ ˆQV 𝑑𝑣 = ∫ 0
') 'ˆ
2∫ )
+ 3 ∫ ˆQV = ∫ 0

2 ln 𝑥 + 3 ln(𝑣 − 1) = ln 𝑐
ln 𝑥 - + ln(𝑣 − 1)< = ln 𝑐
ln[𝑥 - (𝑣 − 1)< ] = ln 𝑐
𝑥 - (𝑣 − 1)< = 𝑐
/
Then, substitute 𝑣 = ) , thus, the general solution is,
/ <
𝑥 - :) − 1; = 𝑐

(𝑦 − 𝑥)< = 𝑐𝑥
Example(d).
s
Obtain the general solution of Ž𝑦𝑒 + 𝑥• 𝑑𝑦 = 𝑦𝑑𝑥. r

Solution:
The differential equation is homogeneous of degree 1.
Use 𝑥 = 𝑣𝑦 and 𝑑𝑥 = 𝑣𝑑𝑦 + 𝑦𝑑𝑣, then,
s
Ž𝑦𝑒 r + 𝑥• 𝑑𝑦 = 𝑦𝑑𝑥
”r
Ž𝑦𝑒 r + 𝑣𝑦• 𝑑𝑦 = 𝑦(𝑣𝑑𝑦 + 𝑦𝑑𝑣)

(𝑦𝑒 ˆ + 𝑣𝑦)𝑑𝑦 = 𝑦(𝑣𝑑𝑦 + 𝑦𝑑𝑣)


𝑒 ˆ 𝑑𝑦 + 𝑣𝑑𝑦 = 𝑣𝑑𝑦 + 𝑦𝑑𝑣
𝑒 ˆ 𝑑𝑦 = 𝑦𝑑𝑣
'/
/
= 𝑒 Qˆ 𝑑𝑣

22
Author: Harold Jan R. Terano, ECE, ME
CHAPTER 3 HOMOGENEOUS
DIFFERENTIAL EQUATIONS

Integrating both sides of the equation, we get,


'/
∫ /
= ∫ 𝑒 Qˆ 𝑑𝑣

ln 𝑦 = −𝑒 Qˆ + 𝑐
𝑒 Qˆ + ln 𝑦 = 𝑐
)
Then, substitute 𝑣 = /, thus, the general solution is,
s
Q
𝑒 + ln 𝑦 = 𝑐 r

Example(e).
Obtain the general solution of 𝑦 - 𝑑𝑥 + 𝑥𝑦𝑑𝑦 = 0. Solve in two ways.
Solution:
The equation is separable as well as homogeneous differential
equations.
By separating the variables, we have,
𝑦 - 𝑑𝑥 + 𝑥𝑦𝑑𝑦 = 0
') /
)
+ / ( 𝑑𝑦 = 0
') '/
)
+ /
=0
') '/
∫ )
+∫ /
=∫0

ln 𝑥 + ln 𝑦 = ln 𝑐
ln 𝑥𝑦 = 𝑐
𝑥𝑦 = 𝑐
By homogeneous transformation, use 𝑥 = 𝑣𝑦 and 𝑑𝑥 = 𝑣𝑑𝑦 + 𝑦𝑑𝑣,
then we have,
𝑦 - (𝑣𝑑𝑦 + 𝑦𝑑𝑣) + (𝑣𝑦)𝑦𝑑𝑦 = 0
𝑣𝑑𝑦 + 𝑦𝑑𝑣 + 𝑣𝑑𝑦 = 0
2𝑣𝑑𝑦 + 𝑦𝑑𝑣 = 0
- 'ˆ
/
𝑑𝑦 + ˆ
=0
'/ 'ˆ
2∫ /
+∫ ˆ
=∫0

2 ln 𝑦 + ln 𝑣 = ln 𝑐
ln 𝑦 - + ln 𝑣 = ln 𝑐
ln 𝑣𝑦 - = ln 𝑐
𝑣𝑦 - = 𝑐
)
Substitute 𝑣 = /, thus, the general solution is,
)
:/ ; 𝑦 - = 𝑐
𝑥𝑦 = 𝑐
The same answers obtained.

23
Author: Harold Jan R. Terano, ECE, ME
CHAPTER 3 HOMOGENEOUS
DIFFERENTIAL EQUATIONS

Example(f).
Obtain the particular solution of 𝑥 - 𝑑𝑦 = (𝑥 - + 𝑥𝑦 + 𝑦 - )𝑑𝑥 that satisfies the
condition, 𝑦(1) = 0.
Solution:
The differential equation is homogeneous of degree 2.
Use 𝑦 = 𝑣𝑥 and 𝑑𝑦 = 𝑣𝑑𝑥 + 𝑥𝑑𝑣, then,
𝑥 - 𝑑𝑦 = (𝑥 - + 𝑥𝑦 + 𝑦 - )𝑑𝑥
𝑥 - (𝑣𝑑𝑥 + 𝑥𝑑𝑣) = [𝑥 - + 𝑥(𝑣𝑥) + (𝑣𝑥)- ]𝑑𝑥
𝑣𝑥 - 𝑑𝑥 + 𝑥 < 𝑑𝑣 = 𝑥 - 𝑑𝑥 + 𝑣𝑥 - 𝑑𝑥 + 𝑣 - 𝑥 - 𝑑𝑥
𝑥 < 𝑑𝑣 = (1 + 𝑣 - )𝑥 - 𝑑𝑥
'ˆ ')
Vkˆ (
= )
'ˆ ')
∫ Vkˆ ( = ∫ )
QV
tan 𝑣 = ln 𝑥 + 𝑐
/
Substitute 𝑣 = ) , thus, the general solution is,
/
tanQV :) ; = ln 𝑥 + 𝑐

To get the particular solution, set 𝑥 = 1 and 𝑦 = 0, to find the value of


𝑐.
When 𝑥 = 1 and 𝑦 = 0, 𝑐 = 0, therefore the particular solution is,
/
tanQV :) ; = ln 𝑥
Example(g).
/
Obtain the particular solution of Š𝑥 sin- :) ; − 𝑦‹ 𝑑𝑥 + 𝑥𝑑𝑦 = 0, that satisfies the
u
condition 𝑦(1) = y .
Solution:
The differential equation is homogeneous of degree 1.
Use 𝑦 = 𝑣𝑥 and 𝑑𝑦 = 𝑣𝑑𝑥 + 𝑥𝑑𝑣, then,
/
Š𝑥 sin- :) ; − 𝑦‹ 𝑑𝑥 + 𝑥𝑑𝑦 = 0
ˆ)
Š𝑥 sin- : ) ; − 𝑣𝑥‹ 𝑑𝑥 + 𝑥(𝑣𝑑𝑥 + 𝑥𝑑𝑣) = 0

(𝑥 sin- 𝑣 − 𝑣𝑥)𝑑𝑥 + 𝑣𝑥𝑑𝑥 + 𝑥 - 𝑑𝑣 = 0


𝑥 sin- 𝑣 𝑑𝑥 − 𝑣𝑥𝑑𝑥 + 𝑣𝑥𝑑𝑥 + 𝑥 - 𝑑𝑣 = 0
𝑥 sin- 𝑣 𝑑𝑥 + 𝑥 - 𝑑𝑣 = 0
') 'ˆ
)
+ XYZ( ˆ = 0
')
)
+ csc - 𝑣 𝑑𝑣 = 0
')
∫ )
+ ∫ csc - 𝑣 𝑑𝑣 = ∫ 0
ln 𝑥 − cot 𝑣 = 𝑐

24
Author: Harold Jan R. Terano, ECE, ME
CHAPTER 3 HOMOGENEOUS
DIFFERENTIAL EQUATIONS

/
Substitute 𝑣 = ) , thus, the general solution is,
/
ln 𝑥 − cot :) ; = 𝑐
u
To get the particular solution, set 𝑥 = 1 and 𝑦 = y , to find the value
of 𝑐.
u
When 𝑥 = 1 and 𝑦 = y , 𝑐 = −1, therefore the particular solution is,
/
ln 𝑥 − cot :) ; = −1

Chapter Exercise
I. Obtain the general solutions of the given differential equation.
1. (𝑥 - + 𝑦 - )𝑑𝑥 + 𝑥𝑦𝑑𝑦 = 0 Ans: 𝑥 - (𝑥 - + 2𝑦 - ) = 𝑐
s
)
2. 𝑦 ′ + / = −2 Ans: (𝑥 + 𝑦)𝑒 s•r = 𝑐
s
3. (𝑥 - + 𝑦 - − 𝑥𝑦)𝑑𝑦 − 𝑥𝑦𝑑𝑥 = 0 Ans: (𝑥 − 𝑦)𝑒 r = 𝑐
4. (2𝑥𝑦 + 𝑥 - )𝑑𝑦 + 𝑦 - 𝑑𝑥 = 0 Ans: 𝑥𝑦 < = 𝑐(𝑥 + 3𝑦)
/
5. (𝑥 − 𝑦)𝑑𝑥 + (𝑥 + 𝑦)𝑑𝑦 = 0 Ans: ln(𝑥 - + 𝑦 - ) + 2 Arctan :) ; = 𝑐

6. 𝑥𝑦𝑑𝑦 = (𝑥 - − 2𝑦 - )𝑑𝑥 Ans: 𝑥 y (3𝑦 - − 𝑥 - ) = 𝑐


7. (𝑥 - − 𝑦 - )𝑑𝑦 − 2𝑥𝑦𝑑𝑥 = 0 Ans: 𝑥 - + 𝑦 - = 𝑐𝑦
)
8. 𝑦𝑑𝑥 − @𝑥 + z𝑦 - − 𝑥 - B𝑑𝑦 = 0 Ans: Arcsin :/; = ln 𝑐𝑦
) )
9. 𝑥 - ln :/; 𝑑𝑦 + 𝑥𝑦𝑑𝑥 = 0 Ans: 𝑦 + 𝑦 ln :/; = 𝑐
r
r
/(/')Q)'/)t s
10. 𝑑𝑥 = )(
Ans: 𝑒 s (𝑥 − 𝑦) = 𝑥(𝑐 − ln 𝑥)

II. Obtain the particular solutions satisfying the indicated conditions.


1. (𝑥 + 𝑦)𝑑𝑥 + 𝑥𝑑𝑦 = 0, 𝑦(0) = −1 Ans: 𝑥(𝑥 + 2𝑦) = 0
2. (𝑥 - + 𝑥𝑦 + 𝑦 - )𝑑𝑥 − 𝑥𝑦𝑑𝑦 = 0, 𝑦(1) = 0 Ans: 𝑥 ln(𝑥 + 𝑦) = 𝑦
3. (𝑥 - − 𝑦 - )𝑑𝑥 + 𝑥𝑦𝑑𝑦 = 0, 𝑦(1) = −2 Ans: 𝑥 - ln(𝑥 - ) + 𝑦 - = 4𝑥 -
4. 𝑦𝑑𝑥 + 2(𝑥 − 𝑦)𝑑𝑦 = 0, 𝑦(−1) = 1 Ans: 𝑦 - (3𝑥 − 2𝑦) = −5
) )
5. Š𝑦 csc :/ ; − 𝑥‹ 𝑑𝑦 + 𝑦𝑑𝑥 = 0, 𝑦(0) = 1 Ans: ln 𝑦 − cos :/; = −1

25
Author: Harold Jan R. Terano, ECE, ME
CHAPTER 3 HOMOGENEOUS
DIFFERENTIAL EQUATIONS

26
Author: Harold Jan R. Terano, ECE, ME
CHAPTER 4 EXACT
DIFFERENTIAL EQUATIONS

Chapter EXACT
4 DIFFERENTIAL
EQUATIONS

Outline:
4.1 Exact Differential Equations
4.2 Solutions to Exact Differential Equations

ADRIEN-MARIE LEGENDRE (September 18, 1752 – January


10, 1833) was a French mathematician who made numerous
contributions in the field of mathematics. Such known important concepts
were the Legendre polynomials and Legendre transformation.
The partial-derivative symbol is ∂ (script delta). He developed the
modern partial derivative notation in 1786.

Overview:
This chapter deals with another type of differential equation. This differential
equation is called exact differential equation. In solving this kind of equation, it is
important to know the method of partial differentiation because it will be useful in the
determination of the exactness of an equation. Also, partial integration is also applicable
as part of the solution in solving this kind of differential equation.

Objectives:

Upon completion of this chapter, the students will be able to:


1. Define exact differential equations.
2. Test whether a differential equation is exact or not.
3. Solve exact differential equations.

27
Author: Harold Jan R. Terano, ECE, MET
CHAPTER 4 EXACT
DIFFERENTIAL EQUATIONS

4.1 Exact Differential Equations


A first order differential equation 𝑀(𝑥, 𝑦)𝑑𝑥 + 𝑁(𝑥, 𝑦)𝑑𝑦 = 0, is exact if and only
if,
.… .†
./
= .)

Example(a).
Test the differential equation (3𝑥 - + 𝑦)𝑑𝑥 + (𝑥 − 3𝑦)𝑑𝑦 = 0, if it is exact or not.
Solution:
To test for the exactness of a given differential equation, it should satisfy
.… .†
the condition ./ = .) .
From the given differential equation, set 𝑀 = (3𝑥 - + 𝑦) and
𝑁 = (𝑥 − 3𝑦).
.… .†
Using the condition ./ = .) ,
.… . .† .
./
= ./ (3𝑥 - + 𝑦) .)
= .) (𝑥 − 3𝑦)
.… .†
./
=1 .)
=1

The equation is exact.


Example(b).
Test the differential equation (4𝑥 + 𝑦 < )𝑑𝑥 + (3𝑥𝑦 - + 𝑦)𝑑𝑦 = 0, if it is exact or
not.
Solution:
Set, 𝑀 = 4𝑥 + 𝑦 < and 𝑁 = 3𝑥𝑦 - + 𝑦,
.… . .† .
./
= ./ (4𝑥 + 𝑦 < ) .)
= .) (3𝑥𝑦 - + 𝑦)
.… .†
./
= 3𝑦 - .)
= 3𝑦 -

The equation is exact.


Example(c).
Test the differential equation (cos 𝑥 + sin 𝑦)𝑑𝑥 + (𝑦 + 𝑥 cos 𝑦)𝑑𝑦, if it is exact or
not.
Solution:
Set, 𝑀 = cos 𝑥 + sin 𝑦 and 𝑁 = 𝑦 + 𝑥 cos 𝑦,
.… . .† .
./
= ./ (cos 𝑥 + sin 𝑦) .)
= .) (𝑦 + 𝑥 cos 𝑦)
.… .†
./
= cos 𝑦 .)
= cos 𝑦

The equation is exact.


Example(d).
Test the differential equation (𝑒 ) + 2𝑥𝑦)𝑑𝑥 + (𝑒 / + 2𝑥𝑦)𝑑𝑦 = 0, if it is exact or
not.
Solution:
Set, 𝑀 = 𝑒 ) + 2𝑥𝑦 and 𝑁 = 𝑒 / + 2𝑥𝑦,
.… . .† .
./
= ./ (𝑒 ) + 2𝑥𝑦 ) .)
= .) (𝑒 / + 2𝑥𝑦)

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.… .†
./
= 2𝑥 .)
= 2𝑦

The equation is not exact.


Example(e).
Test the differential equation (3𝑥 - 𝑦 - + 𝑥)𝑑𝑥 + (2𝑥 < 𝑦 + 𝑦 - )𝑑𝑦 = 0, if it is exact or
not.
Solution:
Set, 𝑀 = 3𝑥 - 𝑦 - + 𝑥 and 𝑁 = 2𝑥 < 𝑦 + 𝑦 - ,
.… . .† .
./
= ./ (3𝑥 - 𝑦 - + 𝑥 ) .)
= .) (2𝑥 < 𝑦 + 𝑦 - )
.… .†
./
= 6𝑥 - 𝑦 .)
= 6𝑥 - 𝑦

The equation is exact.


Example(f).
Test the differential equation 𝑑𝑦 + (1 + 4𝑥 - 𝑦)𝑑𝑥 = 0, if it is exact or not.
Solution:
𝑑𝑦 + (1 + 4𝑥 - 𝑦)𝑑𝑥 = 0
(1 + 4𝑥 - 𝑦)𝑑𝑥 + 𝑑𝑦 = 0
Set, 𝑀 = (1 + 4𝑥 - 𝑦) and 𝑁 = 1,
.… . .† .
./
= ./ (1 + 4𝑥 - 𝑦) .)
= .) (1)
.… .†
./
= 4𝑥 - .)
=0

The equation is not exact.


Example(g).
Test the differential equation (𝑥 + tan 𝑦)𝑑𝑥 + (𝑦 + 𝑥 sec - 𝑦)𝑑𝑦 = 0, if it is exact or
not.
Solution:
Set, 𝑀 = 𝑥 + tan 𝑦 and 𝑁 = 𝑦 + 𝑥 sec - 𝑦,
.… . .† .
= (𝑥 + tan 𝑦) = (𝑦 + 𝑥 sec - 𝑦)
./ ./ .) .)
.… .†
./
= sec - 𝑦 .)
= sec - 𝑦

The equation is exact.

4.2 Solutions to Exact Differential Equations


Given that 𝑀(𝑥, 𝑦)𝑑𝑥 + 𝑁(𝑥, 𝑦)𝑑𝑦 = 0, is exact differential equation, thus, we
may proceed to its solution to get its general solution.
There are two methods for solving for the general solution of an exact differential
equation.

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First Method:
If the equation is exact, its solution is 𝑓(𝑥, 𝑦) = 𝑐 where,
.8 .8
.)
= 𝑀(𝑥, 𝑦) and ./
= 𝑁(𝑥, 𝑦)

By that relationship, determine the value of 𝑓(𝑥, 𝑦).


To solve an exact differential equation using the first method, follow the steps
below.
.8 .8
1. Let .)
= 𝑀(𝑥, 𝑦), be equation(1) and ./
= 𝑁(𝑥, 𝑦), be equation(2).
2. Integrate any of the two equations, say equation(1). It must be integrated
partially with respect to 𝑥, taking the other variable 𝑦 as constant and take as
equation(3).
∫ 𝜕𝑓 = ∫ 𝑀(𝑥, 𝑦)𝜕𝑥 + 𝑔(𝑦)
3. Differentiate equation(3) partially with respect to 𝑦 and take as equation(4).
.
[∫ 𝑀(𝑥, 𝑦)𝑑𝑥 + 𝑔(𝑦)]
./

4. For the equation obtained (equation(4)), determine 𝑔(𝑦) by setting the


equation equal to 𝑁(𝑥, 𝑦). To determine 𝑔(𝑦), integrate the equation.
5. Then, substitute 𝑔(𝑦) to equation(3), therefore 𝑓(𝑥, 𝑦) = 𝑐 is the general
solution.

Second Method:
To solve exact differential equation using the second method, follow the steps
below.
1. Take all the direct integrable terms in 𝑀 and 𝑁, e.g., 𝑓(𝑥)𝑑𝑥, 𝑔(𝑦)𝑑𝑦, etc.
and choose only one non-direct integrable term (if there are two terms) either in 𝑀 or
𝑁, e.g., 𝑓(𝑥, 𝑦)𝑑𝑦, 𝑔(𝑥, 𝑦)𝑑𝑥, etc.
2. Integrate the direct integrable and non-integrable terms. By partial integration,
we can integrate the non-integrable terms with respect to any variable taking the other
variable as constant.
∫(𝐷𝑖𝑟𝑒𝑐𝑡 𝐼𝑛𝑡𝑒𝑔𝑟𝑎𝑏𝑙𝑒) + ∫(𝑁𝑜𝑛 − 𝐷𝑖𝑟𝑒𝑐𝑡 𝐼𝑛𝑡𝑒𝑔𝑟𝑎𝑏𝑙𝑒) = ∫ 0 or
∫ 𝐷. 𝐼 + ∫ 𝑁. 𝐷. 𝐼. = 𝑐
Example(a).
Obtain the general solution of (3𝑥 - + 𝑦)𝑑𝑥 + (𝑥 − 3𝑦)𝑑𝑦 = 0.
Solution:
The differential equation is exact.
Using the First Method:
Take,
.8
𝑀 = .) = 3𝑥 - + 𝑦 - equation(1)
.8
𝑁 = ./ = 𝑥 − 3𝑦 - equation(2)

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Using equation(1):
Integrate both sides of the equation.
∫ 𝜕𝑓 = ∫(3𝑥 - + 𝑦) 𝜕𝑥
𝑓 = 𝑥 < + 𝑥𝑦 + 𝑔(𝑦) - equation(3)
Differentiate equation(3) with respect to 𝑦,
. .
(𝑓) = [𝑥 < + 𝑥𝑦 + 𝑔(𝑦)]
./ ./
.8
./
= 𝑥 + 𝑔′ (𝑦) - equation(4)

Equate equation(4) and equation(2),


𝑥 + 𝑔′ (𝑦) = 𝑥 − 3𝑦
𝑔′ (𝑦) = −3𝑦
Then, integrate to determine 𝑔(𝑦),
∫ 𝑔′ (𝑦) = ∫ −3𝑦 𝑑𝑦
<
𝑔(𝑦) = − - 𝑦 -

Substitute 𝑔(𝑦) to equation(3),


<
𝑓 = 𝑥 < + 𝑥𝑦 − - 𝑦 -

It should follow that 𝑓(𝑥, 𝑦) = 𝑐, so that the general solution is,


<
𝑥 < + 𝑥𝑦 − - 𝑦 - = 𝑐

2𝑥 < + 2𝑥𝑦 − 3𝑦 - = 𝑐
Using equation(2):
Integrate both sides of the equation,
∫ 𝜕𝑓 = ∫(𝑥 − 3𝑦) 𝜕𝑦
<
𝑓 = 𝑥𝑦 − - 𝑦 - + 𝑔(𝑥) - equation(3)

Differentiate equation(3) with respect to 𝑥,


.8
= 𝑦 + 𝑔′ (𝑥)
.)
- equation(4)
Equate equation(4) and equation(1),
𝑦 + 𝑔′ (𝑥) = 3𝑥 - + 𝑦
𝑔′ (𝑥) = 3𝑥 -
Then, integrate to determine 𝑔(𝑥),
∫ 𝑔′ (𝑥) = ∫ 3𝑥 - 𝑑𝑥
𝑔(𝑥) = 𝑥 <
Substitute 𝑔(𝑥) to equation(3),
<
𝑓 = 𝑥𝑦 − - 𝑦 - + 𝑥 <

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It should follow that 𝑓(𝑥, 𝑦) = 𝑐, so that the general solution is,


<
𝑥 < + 𝑥𝑦 − - 𝑦 - = 𝑐

2𝑥 < + 2𝑥𝑦 − 3𝑦 - = 𝑐
The same answers obtained using either of the two equations.
Using the Second Method:
(3𝑥 - + 𝑦)𝑑𝑥 + (𝑥 − 3𝑦)𝑑𝑦 = 0
Take all direct integrable and non-direct integrable functions in 𝑀 and
𝑁.
From the equation, the direct integrable terms are, 3𝑥 - 𝑑𝑥 and
−3𝑦𝑑𝑦 and the non-direct integrable terms are 𝑦𝑑𝑥 and 𝑥𝑑𝑦, therefore,
integrating all the direct integrable terms and choose only one non-direct
integrable terms, the general solution is,
∫ 𝐷. 𝐼 + ∫ 𝑁. 𝐷. 𝐼 = ∫ 0
∫(3𝑥 - 𝑑𝑥 − 3𝑦𝑑𝑦) + ∫ 𝑦𝑑𝑥 = ∫ 0
<
𝑥 < − - 𝑦 - + 𝑥𝑦 = 𝑐

2𝑥 < − 3𝑦 - + 2𝑥𝑦 = 𝑐
Using either of the two methods will lead to the same general
solutions.
Example(b).
Obtain the general solution of (4𝑥 + 𝑦 < )𝑑𝑥 + (3𝑥𝑦 - + 𝑦)𝑑𝑦.
Solution:
The differential equation is exact.
Using the First Method:
Take,
.8
𝑀 = .) = 4𝑥 + 𝑦 < - equation(1)
.8
𝑁 = ./ = 3𝑥𝑦 - + 𝑦 - equation(2)

Using equation(1), the general solution is,


∫ 𝜕𝑓 = ∫(4𝑥 + 𝑦 < )𝜕𝑥
𝑓 = 2𝑥 - + 𝑥𝑦 < + 𝑔(𝑦)
.8
./
= 3𝑥𝑦 - + 𝑔′ (𝑦)

3𝑥𝑦 - + 𝑔′ (𝑦) = 3𝑥𝑦 - + 𝑦


∫ 𝑔′ (𝑦) = ∫ 𝑦 𝑑𝑦
V
𝑔(𝑦) = - 𝑦 -
V
𝑓 = 2𝑥 - + 𝑥𝑦 < + - 𝑦 -
V
2𝑥 - + 𝑥𝑦 < + - 𝑦 - = 𝑐
4𝑥 - + 2𝑥𝑦 < + 𝑦 - = 𝑐

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DIFFERENTIAL EQUATIONS

Using the Second Method:


Direct integrable: 4𝑥𝑑𝑥, 𝑦𝑑𝑦
Non-direct integrable: 𝑦 < 𝑑𝑥, 3𝑥𝑦 - 𝑑𝑦
By ∫ 𝐷. 𝐼 + ∫ 𝑁. 𝐷. 𝐼 = ∫ 0, the general solution is,
∫(4𝑥𝑑𝑥 + 𝑦𝑑𝑦) + ∫ 𝑦 < 𝑑𝑥 = ∫ 0
V
2𝑥 - + - 𝑦 - + 𝑥𝑦 < = 𝑐

4𝑥 - + 𝑦 - + 2𝑥𝑦 < = 𝑐
Example(c).
Obtain the general solution of (cos 𝑥 + sin 𝑦)𝑑𝑥 + (𝑥 cos 𝑦 + 𝑦)𝑑𝑦 = 0.
Solution:
The differential equation is exact.
Using the First Method:
Take,
.8
𝑀 = .) = cos 𝑥 + sin 𝑦 - equation(1)
.8
𝑁 = ./ = 𝑥 cos 𝑦 + 𝑦 - equation(2)

Using equation(1), the general solution is,


∫ 𝜕𝑓 = ∫(cos 𝑥 + sin 𝑦)𝜕𝑥
𝑓 = sin 𝑥 + 𝑥 sin 𝑦 + 𝑔(𝑦)
.8
./
= 𝑥 cos 𝑦 + 𝑔′ (𝑦)

𝑥 cos 𝑦 + 𝑔′ (𝑦) = 𝑥 cos 𝑦 + 𝑦


𝑔′ (𝑦) = 𝑦
∫ 𝑔′ (𝑦) = ∫ 𝑦
V
𝑔(𝑦) = - 𝑦 -
V
𝑓 = sin 𝑥 + 𝑥 sin 𝑦 + - 𝑦 -
V
sin 𝑥 + 𝑥 sin 𝑦 + - 𝑦 - = 𝑐

2 sin 𝑥 + 2𝑥 sin 𝑦 + 𝑦 - = 𝑐
2(sin 𝑥 + 𝑥 sin 𝑦) + 𝑦 - = 𝑐
Using the Second Method:
Direct integrable: cos 𝑥 𝑑𝑥, 𝑦𝑑𝑦
Non-direct integrable: sin 𝑦 𝑑𝑥, 𝑥 cos 𝑦 𝑑𝑦
By ∫ 𝐷. 𝐼 + ∫ 𝑁. 𝐷. 𝐼 = ∫ 0, the general solution is,
∫(cos 𝑥 𝑑𝑥 + 𝑦𝑑𝑦) + ∫ sin 𝑦 𝑑𝑥 = ∫ 0
V
sin 𝑥 + - 𝑦 - + 𝑥 sin 𝑦 = 𝑐

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CHAPTER 4 EXACT
DIFFERENTIAL EQUATIONS

V
sin 𝑥 + 𝑥 sin 𝑦 + - 𝑦 - = 𝑐

2 sin 𝑥 + 2𝑥 sin 𝑦 + 𝑦 - = 𝑐
2(sin 𝑥 + 𝑥 sin 𝑦) + 𝑦 - = 𝑐

Example(d).
Obtain the general solution of (𝑒 ) + 2𝑥𝑦)𝑑𝑥 − (𝑒 / − 𝑥 - )𝑑𝑦 = 0.
Solution:
Arrange the equation in standard form 𝑀(𝑥, 𝑦)𝑑𝑥 + 𝑁(𝑥, 𝑦)𝑑𝑦 = 0.
(𝑒 ) + 2𝑥𝑦)𝑑𝑥 + (−𝑒 / + 𝑥 - )𝑑𝑦 = 0
The differential equation is exact.
Using the First Method:
Take,
.8
𝑀 = .) = 𝑒 ) + 2𝑥𝑦 - equation(1)
.8
𝑁 = ./ = −𝑒 / + 𝑥 - - equation(2)

Using equation(1), the general solution is,


∫ 𝜕𝑓 = ∫(𝑒 ) + 2𝑥𝑦)𝜕𝑥
𝑓 = 𝑒 ) + 𝑥 - 𝑦 + 𝑔(𝑦)
.8
./
= 𝑥 - + 𝑔′ (𝑦)

𝑥 - + 𝑔′ (𝑦) = −𝑒 / + 𝑥 -
𝑔′ (𝑦) = −𝑒 /
∫ 𝑔′ (𝑦) = ∫ −𝑒 /
𝑔(𝑦) = −𝑒 /
𝑓 = 𝑒 ) + 𝑥-𝑦 − 𝑒/
𝑒 ) + 𝑥-𝑦 + 𝑒/ = 𝑐
Using the Second Method:
Direct integrable: 𝑒 ) 𝑑𝑥, −𝑒 / 𝑑𝑦
Non-direct integrable: 2𝑥𝑦𝑑𝑥, 𝑥 - 𝑑𝑦
By ∫ 𝐷. 𝐼 + ∫ 𝑁. 𝐷. 𝐼 = ∫ 0, the general solution is,
∫(𝑒 ) 𝑑𝑥 − 𝑒 / 𝑑𝑦) + ∫ 2𝑥𝑦𝑑𝑥 = ∫ 0
𝑒 ) − 𝑒/ + 𝑥-𝑦 = 𝑐
𝑒 ) + 𝑥-𝑦 − 𝑒/ = 𝑐
Example(e).
Obtain the general solution of (𝑦 sec - 𝑥 + 𝑥 - )𝑑𝑥 + (tan 𝑥 + 𝑦)𝑑𝑦 = 0.

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Solution:
The differential equation is exact.
Using the First Method:
Take,
.8
𝑀 = .) = 𝑦 sec - 𝑥 + 𝑥 - - equation(1)
.8
𝑁 = ./ = tan 𝑥 + 𝑦 - equation(2)

Using equation(2), the general solution is,


∫ 𝜕𝑓 = ∫(tan 𝑥 + 𝑦)𝜕𝑦
V
𝑓 = 𝑦 tan 𝑥 + - 𝑦 - + 𝑔(𝑥)
.8
.)
= 𝑦 sec - 𝑥 + 𝑔′ (𝑥)
𝑦 sec - 𝑥 + 𝑔′ (𝑥) = 𝑦 sec - 𝑥 + 𝑥 -
𝑔′ (𝑥) = 𝑥 -
∫ 𝑔′ (𝑥) = ∫ 𝑥 -
V
𝑔(𝑥) = < 𝑥 <
V V
𝑓 = 𝑦 tan 𝑥 + - 𝑦 - + < 𝑥 <
V V
𝑦 tan 𝑥 + - 𝑦 - + < 𝑥 < = 𝑐

6𝑦 tan 𝑥 + 3𝑦 - + 2𝑥 < = 𝑐
Using the Second Method:
Direct integrable: 𝑥 - 𝑑𝑥, 𝑦𝑑𝑦
Non-direct integrable: 𝑦 sec - 𝑥 𝑑𝑥, tan 𝑥 𝑑𝑦
By ∫ 𝐷. 𝐼 + ∫ 𝑁. 𝐷. 𝐼 = ∫ 0, the general solution is,
∫(𝑥 - 𝑑𝑥 + 𝑦𝑑𝑦) + ∫ tan 𝑥 𝑑𝑦 = ∫ 0
V V
<
𝑥 < + - 𝑦 - + 𝑦 tan 𝑥 = 𝑐
V V
𝑦 tan 𝑥 + - 𝑦 - + < 𝑥 < = 𝑐

6𝑦 tan 𝑥 + 3𝑦 - + 2𝑥 < = 𝑐
Example(f).
Obtain the particular solution of (3𝑥 - 𝑦 + 2𝑥)𝑑𝑥 + (𝑥 < − 2𝑦)𝑑𝑦 = 0, that satisfies
the condition 𝑦(1) = −2.
Solution:
The differential equation is exact.
Using the First Method:
Take,
.8
𝑀 = .) = 3𝑥 - 𝑦 + 2𝑥 - equation(1)
.8
𝑁 = ./ = 𝑥 < − 2𝑦 - equation(2)

35
Author: Harold Jan R. Terano, ECE, MET
CHAPTER 4 EXACT
DIFFERENTIAL EQUATIONS

Using equation(1), the general solution is,


∫ 𝜕𝑓 = ∫(3𝑥 - 𝑦 + 2𝑥)𝜕𝑥
𝑓 = 𝑥 < 𝑦 + 𝑥 - + 𝑔(𝑦)
.8
./
= 𝑥 < + 𝑔2 (𝑦)

𝑥 < + 𝑔2 (𝑦) = 𝑥 < − 2𝑦


𝑔2 (𝑦) = −2𝑦
∫ 𝑔2 (𝑦) = ∫ −2𝑦
𝑔(𝑦) = −𝑦 -
𝑓 = 𝑥<𝑦 + 𝑥- − 𝑦-
𝑥<𝑦 + 𝑥- − 𝑦- = 𝑐
To find the particular solution, set, 𝑥 = 1 and 𝑦 = −2, then solve for 𝑐.
When 𝑥 = 1 and 𝑦 = −2, 𝑐 = −5.
Then, the particular solution is,
𝑥 < 𝑦 + 𝑥 - − 𝑦 - = −5
Example(g).
Obtain the particular solution of (𝑥 - + 𝑦 cos 𝑥)𝑑𝑥 + (𝑦 - + sin 𝑥)𝑑𝑦 = 0, that
satisfies condition 𝑦(0) = 1.
Solution:
The differential equation is exact.
Using the Second Method:
Direct integrable: 𝑥 - 𝑑𝑥, 𝑦 - 𝑑𝑦
Non-direct integrable: 𝑦 cos 𝑥 𝑑𝑥, sin 𝑥 𝑑𝑦
By ∫ 𝐷. 𝐼 + ∫ 𝑁. 𝐷. 𝐼 = ∫ 0, the general solution is,
∫(𝑥 - 𝑑𝑥 + 𝑦 - 𝑑𝑦) + ∫ sin 𝑥 𝑑𝑦 = ∫ 0
V V
<
𝑥 < + < 𝑦 < + 𝑦 sin 𝑥 = 𝑐

𝑥 < + 𝑦 < + 3𝑦 sin 𝑥 = 𝑐


To find the particular solution, set 𝑥=0 and 𝑦 = 1, then solve for
𝑐.
When 𝑥 = 0 and 𝑦 = 1, 𝑐 = 1.
Then, the particular solution is,
𝑥 < + 𝑦 < + 3𝑦 sin 𝑥 = 1

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Author: Harold Jan R. Terano, ECE, MET
CHAPTER 4 EXACT
DIFFERENTIAL EQUATIONS

Chapter Exercise
I. Obtain the general solutions of the following differential equations.

1. (6𝑥 + 𝑦 - )𝑑𝑥 + 𝑦(2𝑥 − 3𝑦)𝑑𝑦 = 0 Ans: 3𝑥 - − 𝑦 < + 𝑥𝑦 - = 𝑐


2. (2𝑥𝑒 / + 𝑒 ) )𝑑𝑥 + (𝑥 - + 1)𝑒 / 𝑑𝑦 = 0 Ans: 𝑒 ) + 𝑒 / (1 + 𝑥 - ) = 𝑐
3. (𝑦 + sin 𝑥 − cos 𝑥) 𝑑𝑦 + 𝑦(sin 𝑥 + cos 𝑥)𝑑𝑥 = 0 Ans: 𝑦 - + 2𝑦(sin 𝑥 − cos 𝑥) = 𝑐
4. (6𝑥𝑦 - + 4𝑥 < 𝑦)𝑑𝑥 + (6𝑥 - 𝑦 + 𝑥 y + 𝑦 - )𝑑𝑦 = 0 Ans: 𝑦(𝑦 - + 9𝑥 - 𝑦 + 3𝑥 y ) = 𝑐
5. 2𝑥𝑦𝑑𝑦 + (𝑥 - + 𝑦 - )𝑑𝑥 = 0 Ans: 𝑥(𝑥 - + 3𝑦 - ) = 𝑐
6. (𝑥 + 𝑦 - )𝑑𝑥 + (2𝑥𝑦 − 3𝑦 - )𝑑𝑦 = 0 Ans: 𝑥 - + 2𝑥𝑦 - − 2𝑦 < = 𝑐
7. (cos 𝑦 + 2𝑒 / cos 2𝑥)𝑑𝑥 − (𝑥 sin 𝑦 − 𝑒 / sin 2𝑥)𝑑𝑦 = 0 Ans: 𝑥 cos 𝑦 + 𝑒 / sin 2𝑥 = 𝑐
8. (cos 𝑥 cos 𝑦 − cot 𝑦)𝑑𝑦 − sin 𝑥 sin 𝑦 𝑑𝑥 = 0 Ans: sin 𝑦 cos 𝑥 = ln(𝑐 sin 𝑦)
9. (𝑥 - + 2𝑥𝑦 − 7𝑥)𝑑𝑥 + (𝑥 - + 2𝑦 - − 3𝑦)𝑑𝑦 = 0 Ans: 2𝑥 < − 21𝑥 - + 4𝑦 < − 9𝑦 - +
6𝑥 - 𝑦 = 𝑐
10. (𝑒 ) + 2𝑥𝑦 - )𝑑𝑥 + 2𝑥 - 𝑦𝑑𝑦 = 0 Ans: 𝑒 ) + 𝑥 - 𝑦 - = 𝑐

II. Obtain the particular solutions satisfying the indicated conditions.


V
1. Š𝑥𝑒 / + - (𝑥 - sin 𝑦)‹ 𝑑𝑦 + (𝑒 / − 𝑥 cos 𝑦)𝑑𝑥 = 0, 𝑦(0) = 0 Ans: 2𝑥𝑒 / − 𝑥 - cos 𝑦 = 0
'/ Vk/ efX )/
2. ')
= <Q-/Q) efX )/ Ans: 𝑥 − 3𝑦 + 𝑦 - +

sin 𝑥𝑦 = −2
3. 𝑦𝑑𝑥 + (𝑥 + 𝑦 - )𝑑𝑦 = 0, 𝑦(−1) = 1 Ans: 𝑦 < + 3𝑥𝑦 = −2
4. (𝑥 + 𝑥𝑦 - − 𝑦)𝑑𝑥 + (𝑥 - 𝑦 − 𝑥 + 𝑦)𝑑𝑦 = 0, 𝑦(0) = 1 Ans: 𝑥 - + 𝑦 - + 𝑥 - 𝑦 - −
2𝑥𝑦 = 1
( ( (
5. @𝑦 - 𝑒 )/ + 4𝑥 < B𝑑𝑥 + @2𝑥𝑦𝑒 )/ − 3𝑦 - B𝑑𝑦 = 0, 𝑦(0) = −2 Ans: 𝑥 y − 𝑦 < + 𝑒 )/ = 9

37
Author: Harold Jan R. Terano, ECE, MET
CHAPTER 4 EXACT
DIFFERENTIAL EQUATIONS

38
Author: Harold Jan R. Terano, ECE, MET
CHAPTER 5 NON-EXACT
DIFFERENTIAL EQUATIONS

Chapter NON-EXACT
5 DIFFERENTIAL
EQUATIONS

Outline:
5.1 Non-Exact Differential Equations
5.2 Solutions to Non-Exact Differential Equations

LEONHARD EULER (April 15, 1707 – September 18, 1783) was


a Swiss mathematician and physicist. He made great contributions in the
field of infinitesimal calculus and graph theory. He introduced much of the
modern mathematical terminology and notation particularly for
mathematical analysis such as the notion of a mathematical function. He
also known for his great contribution in mechanics, fluid dynamics, optics
and astronomy. He is considered to be one of the greatest
mathematicians ever.
In 1734, he introduces the integrating factor technique for solving
first-order ordinary differential equations.

Overview:
This chapter extends the solution of the exact differential equations. Another type
of differential equations is the non-exact differential equations. If a differential equation
tends to be not exact, this equation may be considered as non-exact differential
equation. The concept of integrating factors will be introduced as a useful way in the
reduction of these equations into exact differential equations. Therefore, these
equations can be solved using the solution of exact differential equations. Special cases
of non-exact differential equations will be discussed as well as methods of inspection.

Objectives:

Upon completion of this chapter, the students will be able to:


1. Define non-exact differential equations.
2. Determine non-exact differential equations.
3. Solve non- exact differential equations by using the method of
integrating factors.
4. Solve non- exact differential equations by using the method of
inspection.

39
Author: Harold Jan R. Terano, ECE, MET
CHAPTER 5 NON-EXACT
DIFFERENTIAL EQUATIONS

5.1 Non-Exact Differential Equations


It may happen that if 𝑀(𝑥, 𝑦)𝑑𝑥 + 𝑁(𝑥, 𝑦)𝑑𝑦 = 0 is not exact, it can be
transformed into an exact equation. Thus, we can use the method of integrating factors.
Integrating factors are factors of any variables or functions, either 𝑥 or 𝑦 that
can be multiplied to both sides of the equation (non – exact equation) for this to be
exact.

5.2 Solutions to Non-Exact Differential Equations


Here are some special cases of non-exact differential equations.
𝝏𝑴 𝝏𝑵
Q
𝝏𝒚 𝝏𝒙
I. If 𝑵
= 𝒇(𝒙), a function of 𝒙 alone, then 𝒆∫ 𝒇(𝒙)𝒅𝒙 is the integrating factor.

Example:
Obtain the general solution of (2𝑦 - + 𝑥)𝑑𝑥 + (𝑥𝑦)𝑑𝑦 = 0.
Solution:
Set,
.…
𝑀 = (2𝑦 - + 𝑥) ; ./
= 4𝑦
.†
𝑁 = 𝑥𝑦 ; .)
=𝑦

The differential equation is not exact.


By using the above case.
¥¦ ¥§
Q y/Q/ </ <
¥r ¥s

= )/
= )/ = )

Then, by 𝑒 ∫ 8())') , the integrating factor is,


𝐼. 𝐹. = 𝑒 ∫ 8())')
4 4
= 𝑒 ∫s') = 𝑒 < gZ ) = 𝑒 gZ )
𝐼. 𝐹. = 𝑥 <
From the original differential equation,
(2𝑦 - + 𝑥)𝑑𝑥 + (𝑥𝑦)𝑑𝑦 = 0
Multiply both sides of the equation by the integrating factor.
[(2𝑦 - + 𝑥)𝑑𝑥 + (𝑥𝑦)𝑑𝑦 = 0]𝑥 <
(2𝑥 < 𝑦 - + 𝑥 y ) + 𝑥 y 𝑦𝑑𝑦 = 0
Now, the new differential equation was formed.
From the new differential equation, set,
.…
𝑀 = (2𝑥 < 𝑦 - + 𝑥 y ) ; ./
= 4𝑥 < 𝑦
.†
𝑁 = 𝑥y𝑦 ; .)
= 4𝑥 < 𝑦

40
Author: Harold Jan R. Terano, ECE, MET
CHAPTER 5 NON-EXACT
DIFFERENTIAL EQUATIONS

Now, the differential equation is exact, therefore, the solution for exact
differential equation can be used to obtain the general solution.
∫ 𝜕𝑓 = ∫(2𝑥 < 𝑦 - + 𝑥 y ) 𝜕𝑥
V V
𝑓 = - 𝑥 y 𝑦 - + A 𝑥 A + 𝑔(𝑦)
.8
./
= 𝑥 y 𝑦 + 𝑔2 (𝑦)

𝑥 y 𝑦 + 𝑔2 (𝑦) = 𝑥 y 𝑦
𝑔2 (𝑦) = 0
∫ 𝑔2 (𝑦) = ∫ 0
𝑔(𝑦) = 𝑐

Then, the general solution is,


V V
-
𝑥y𝑦- + A 𝑥A = 𝑐

5𝑥 y 𝑦 - + 2𝑥 A = 𝑐
𝝏𝑵 𝝏𝑴
Q
𝝏𝒙 𝝏𝒚
II. If 𝑴
= 𝒈(𝒚), a function of 𝒚 alone, then 𝒆∫ 𝒈(𝒚)𝒅𝒚 is the integrating factor.

Example:
Obtain the general solution of 𝑦𝑑𝑥 + (𝑦 < − 𝑥)𝑑𝑦 = 0.
Solution:
Set,
.…
𝑀=𝑦 ; ./
=1
.†
𝑁 = 𝑦< − 𝑥 ; .)
= −1

The differential equation is not exact.


By using the above case,
¥§ ¥¦
Q QVQV -
¥s ¥r

= /
= −/

Then, by 𝑒 ∫ n(/)'/ , the integrating factor is,


𝐼. 𝐹. = 𝑒 ∫ n(/)'/
(
∫ Qr'/ v(
=𝑒 = 𝑒 Q- gZ / = 𝑒 gZ /
V
𝐼. 𝐹. = 𝑦 Q- = / (

From the original equation,


𝑦𝑑𝑥 + (𝑦 < − 𝑥)𝑑𝑦 = 0
Multiply both sides of the equation by the integrating factor.
V
[𝑦𝑑𝑥 + (𝑦 < − 𝑥)𝑑𝑦 = 0] : ( ;
/

41
Author: Harold Jan R. Terano, ECE, MET
CHAPTER 5 NON-EXACT
DIFFERENTIAL EQUATIONS

') )
/
+ :𝑦 − / (; 𝑑𝑦 = 0

Now, the new differential equation was formed.


From the new differential equation, set,
V .… V
𝑀=/ ; = − /(
./
) .† V
𝑁 = 𝑦 − /( ; .)
= − /(

Now, the differential equation is exact, therefore the solution for exact
differential equation can be used to obtain the general solution.
V
∫ 𝜕𝑓 = ∫ :/; 𝜕𝑥
)
𝑓 = + 𝑔(𝑦)
/
.8 )
./
= − / ( + 𝑔2 (𝑦)
) )
− / ( + 𝑔2 (𝑦) = 𝑦 − / (

𝑔2 (𝑦) = 𝑦
∫ 𝑔2 (𝑦) = ∫ 𝑦
V
𝑔(𝑦) = - 𝑦 -

Then, the general solution is,


) V
/
+ - 𝑦- = 𝑐

2𝑥 + 𝑦 < = 𝑐𝑦

III. Method of Inspection


The method of inspection depends on the recognition of the combinations of
𝑥, 𝑦, 𝑑𝑥 and 𝑑𝑦. Some of the combinations are:

𝟏
a. If the combination is (𝒙𝒅𝒚 − 𝒚𝒅𝒙), use 𝒙𝟐
as the integrating factor with an
equivalent exact differential of

𝒙𝒅𝒚Q𝒚𝒅𝒙 𝒚
Š 𝒙𝟐
= 𝒅 :𝒙; . ‹

Example:
Obtain the general solution of 𝑥(1 + 𝑥𝑦)𝑑𝑦 − 𝑦𝑑𝑥 = 0.
Solution:
Arrange and get the combination (𝑥𝑑𝑦 − 𝑦𝑑𝑥).
𝑥𝑑𝑦 + 𝑥 - 𝑦𝑑𝑦 − 𝑦𝑑𝑥 = 0
(𝑥𝑑𝑦 − 𝑦𝑑𝑥) + 𝑥 - 𝑦𝑑𝑦 = 0

42
Author: Harold Jan R. Terano, ECE, MET
CHAPTER 5 NON-EXACT
DIFFERENTIAL EQUATIONS

V
Multiply both sides of the equation by its integrating factor )(
, thus,
we have,
V
[(𝑥𝑑𝑦 − 𝑦𝑑𝑥) + 𝑥 - 𝑦𝑑𝑦 = 0] : ( ;
)
()'/Q/'))
)(
+ 𝑦𝑑𝑦 = 0
/
The first group of terms has an equivalent exact differential of 𝑑 :) ;,
then,
/
𝑑 :) ; + 𝑦𝑑𝑦 = 0

Integrating both sides of the equation, the general solution is,


/
∫ 𝑑 :) ; + ∫ 𝑦𝑑𝑦 = ∫ 0
/ V
)
+ - 𝑦- = 𝑐

2𝑦 + 𝑥𝑦 - = 𝑐𝑥

𝟏
b. If the combination is (𝒚𝒅𝒙 − 𝒙𝒅𝒚), use 𝒚𝟐
as the integrating factor with an
equivalent exact differential of

𝒚𝒅𝒙Q𝒙𝒅𝒚 𝒙
Š 𝒚𝟐
= 𝒅 :𝒚;‹.

Example:
Obtain the general solution of (𝑦 + 𝑥𝑦 - )𝑑𝑥 − 𝑥𝑑𝑦 = 0.
Solution:
Arrange and get the combination (𝑦𝑑𝑥 − 𝑥𝑑𝑦).
𝑦𝑑𝑥 + 𝑥𝑦 - 𝑑𝑥 − 𝑥𝑑𝑦 = 0
(𝑦𝑑𝑥 − 𝑥𝑑𝑦) + 𝑥𝑦 - 𝑑𝑥 = 0
V
Multiply both sides of the equation by its integrating factor /(
, thus, we
have,
V
[(𝑦𝑑𝑥 − 𝑥𝑑𝑦) + 𝑥𝑦 - 𝑑𝑥 = 0] : ( ;
/
(/')Q)'/)
/(
+ 𝑥𝑑𝑥 = 0
)
The first group of terms has an equivalent exact differential of 𝑑 :/ ;,
then,
)
𝑑 :/; + 𝑥𝑑𝑥 = 0

Integrating both sides of the equation, the general solution is,


)
∫ 𝑑 :/; + ∫ 𝑥𝑑𝑥 = ∫ 0
) V
/
+ - 𝑥- = 𝑐

2𝑥 + 𝑥 - 𝑦 = 𝑐𝑦

43
Author: Harold Jan R. Terano, ECE, MET
CHAPTER 5 NON-EXACT
DIFFERENTIAL EQUATIONS

𝟏
c. For the combination (𝒙𝒅𝒚 − 𝒚𝒅𝒙) an integrating factor 𝒙𝒚
can be use. It
has an equivalent exact differential of

𝒙𝒅𝒚Q𝒚𝒅𝒙 𝒚
• 𝒙𝒚
= 𝒅 Š𝐥𝐧 :𝒙;‹‘ .
Example:
Obtain the general solution of (𝑥 + 𝑥𝑦 - )𝑑𝑦 − (𝑦 + 𝑥𝑦)𝑑𝑥 = 0.
Solution:
Arrange and get the combination (𝑥𝑑𝑦 − 𝑦𝑑𝑥).
𝑥𝑑𝑦 + 𝑥𝑦 - 𝑑𝑦 − 𝑦𝑑𝑥 − 𝑥𝑦𝑑𝑥 = 0
(𝑥𝑑𝑦 − 𝑦𝑑𝑥) + 𝑥𝑦 - 𝑑𝑦 − 𝑥𝑦𝑑𝑥 = 0
V
Multiply both sides of the equation by its integrating factor )/
, thus, we
have,
V
[(𝑥𝑑𝑦 − 𝑦𝑑𝑥) + 𝑥𝑦 - 𝑑𝑦 − 𝑥𝑦𝑑𝑥 = 0] : ;
)/
()'/Q/'))
)/
+ 𝑦𝑑𝑦 − 𝑑𝑥 = 0

The first group of terms has an equivalent exact differential of


/
𝑑 Šln :) ;‹, then,
/
𝑑 Šln :) ;‹ + 𝑦𝑑𝑦 − 𝑑𝑥 = 0

Integrating both sides of the equation, the general solution is,


/
∫ 𝑑 Šln :);‹ + ∫ 𝑦𝑑𝑦 − ∫ 𝑑𝑥 = ∫ 0
/ V
ln :) ; + - 𝑦 - − 𝑥 = 𝑐

/ -
ln :) ; + 𝑦 - − 2𝑥 = 𝑐
Example:
Obtain the general solution of (𝑥 - 𝑦 + 𝑦 < + 𝑥)𝑑𝑦 − 𝑦𝑑𝑥 = 0.
Solution:
Arrange and get the combination (𝑥𝑑𝑦 − 𝑦𝑑𝑥).
𝑥 - 𝑦𝑑𝑦 + 𝑦 < 𝑑𝑦 + 𝑥𝑑𝑦 − 𝑦𝑑𝑥 = 0
(𝑥𝑑𝑦 − 𝑦𝑑𝑥) + 𝑥 - 𝑦𝑑𝑦 + 𝑦 < 𝑑𝑦 = 0
(𝑥𝑑𝑦 − 𝑦𝑑𝑥) + 𝑦(𝑥 - + 𝑦 - )𝑑𝑦 = 0
V
Multiply both sides of the equation by its integrating factor ) ( k/ (
, thus, we
have,
V
[(𝑥𝑑𝑦 − 𝑦𝑑𝑥) + 𝑦(𝑥 - + 𝑦 - )𝑑𝑦 = 0] : ( ( ;
) k/
)'/Q/')
) ( k/ (
+ 𝑦𝑑𝑦 = 0

The first group of terms has an equivalent exact differential of


/
𝑑 ŠArctan :);‹, then,

44
Author: Harold Jan R. Terano, ECE, MET
CHAPTER 5 NON-EXACT
DIFFERENTIAL EQUATIONS

/
𝑑 ŠArctan :);‹ + 𝑦𝑑𝑦 = 0

Integrating both sides of the equation, the general solution is,


/
∫ 𝑑 ŠArctan :) ;‹ + ∫ 𝑦𝑑𝑦 = ∫ 0
/ V
Arctan :) ; + - 𝑦 - = 𝑐
)
2 Arctan :/ ; + 𝑦 - = 𝑐

𝟏
d. If the combination is (𝒙𝒅𝒚 + 𝒚𝒅𝒙) an integrating factor 𝒙𝒚
can be use. It
has an equivalent exact differential of

𝒙𝒅𝒚k𝒚𝒅𝒙
• 𝒙𝒚
= 𝒅[𝐥𝐧(𝒙𝒚)]‘.
Example:
Obtain the general solution of (𝑥 - 𝑦 + 𝑦)𝑑𝑥 + (𝑥𝑦 - + 𝑥)𝑑𝑦 = 0.
Solution:
Arrange and get the combination (𝑥𝑑𝑦 + 𝑦𝑑𝑥).
𝑥 - 𝑦𝑑𝑥 + 𝑦𝑑𝑥 + 𝑥𝑦 - 𝑑𝑦 + 𝑥𝑑𝑦 = 0
(𝑥𝑑𝑦 + 𝑦𝑑𝑥) + 𝑥 - 𝑦𝑑𝑥 + 𝑥𝑦 - 𝑑𝑦 = 0
V
Multiply both sides of the equation by its integrating factor )/
, thus, we
have,
V
[(𝑥𝑑𝑦 + 𝑦𝑑𝑥) + 𝑥 - 𝑦𝑑𝑥 + 𝑥𝑦 - 𝑑𝑦 = 0] : ;
)/
)'/k/')
)/
+ 𝑥𝑑𝑥 + 𝑦𝑑𝑦 = 0

The first group of terms has an equivalent exact differential of 𝑑 [ln(𝑥𝑦)],


then,
𝑑 [ln(𝑥𝑦)] + 𝑥𝑑𝑥 + 𝑦𝑑𝑦 = 0
Integrating both sides of the equation, the general solution is,
∫ 𝑑[ln(𝑥𝑦)] + ∫ 𝑥𝑑𝑥 + ∫ 𝑦𝑑𝑦 = ∫ 0
V V
ln(𝑥𝑦) + - 𝑥 - + - 𝑦 - = 𝑐

ln(𝑥𝑦)- + 𝑥 - + 𝑦 - = 𝑐

𝟏
e. If the combination is (𝒙𝒅𝒙 + 𝒚𝒅𝒚) an integrating factor 𝒙𝟐 k𝒚𝟐
can be use. It
has an equivalent exact differential of

𝒙𝒅𝒙k𝒚𝒅𝒚 𝟏
• 𝒙𝟐 k𝒚𝟐
= 𝒅 Š𝟐 𝐥𝐧(𝒙𝟐 + 𝒚𝟐 )‹‘.

Example:
Obtain the general solution of (𝑥 + 𝑥 - cos 𝑥 + 𝑦 - cos 𝑥)𝑑𝑥 + 𝑦𝑑𝑦 = 0.

45
Author: Harold Jan R. Terano, ECE, MET
CHAPTER 5 NON-EXACT
DIFFERENTIAL EQUATIONS

Solution:
Arrange and get the combination, (𝑥𝑑𝑥 + 𝑦𝑑𝑦).
[𝑥 + (𝑥 - + 𝑦 - ) cos 𝑥]𝑑𝑥 + 𝑦𝑑𝑦 = 0
(𝑥𝑑𝑥 + 𝑦𝑑𝑦) + (𝑥 - + 𝑦 - ) cos 𝑥 𝑑𝑥 = 0
V
Multiply both sides of the equation by its integrating factor ) ( k/ (
,
thus, we have,
V
[(𝑥𝑑𝑥 + 𝑦𝑑𝑦) + (𝑥 - + 𝑦 - ) cos 𝑥 𝑑𝑥 = 0] : ( ( ;
) k/
)')k/'/
) ( k/ (
+ cos 𝑥 𝑑𝑥 = 0
V
The first group of terms has an equivalent exact differential of, 𝑑 Š- ln(𝑥 - +
𝑦 - )‹, then,
V
𝑑 Š- ln(𝑥 - + 𝑦 - )‹ + cos 𝑥 𝑑𝑥 = 0

Integrating both sides of the equation, the general solution is,


V
∫ 𝑑 Š- ln(𝑥 - + 𝑦 - )‹ + ∫ cos 𝑥 𝑑𝑥 = ∫ 0
V
-
ln(𝑥 - + 𝑦 - ) + sin 𝑥 = 𝑐

ln(𝑥 - + 𝑦 - ) + 2 sin 𝑥 = 𝑐

Chapter Exercise
I. Obtain the general solution of the following differential equations.

1. (𝑥 < − 𝑦)𝑑𝑥 + 𝑥𝑑𝑦 = 0 Ans: 2𝑦 = 𝑥(𝑐 − 𝑥 - )


/
2. 𝑦𝑑𝑥 + (𝑥 - − 𝑥)𝑑𝑦 = 0 Ans: 𝑥 = Wk/

3. (2𝑥𝑦 - − 𝑦)𝑑𝑥 + (𝑥 + 3𝑦 y )𝑑𝑦 = 0 Ans: 𝑦(𝑦 < + 𝑥 - + 𝑐) = 𝑥


4. (2𝑥 - + 𝑦)𝑑𝑥 + (𝑥 - 𝑦 − 𝑥)𝑑𝑦 = 0 Ans: 4𝑥 - − 2𝑦 + 𝑥𝑦 - = 𝑐𝑥
5. 𝑥𝑑𝑦 = (𝑦 + 2𝑥 < )𝑑𝑥 Ans: 𝑦 = 𝑥(𝑐 + 𝑥 - )
6. 𝑑𝑥 + (3𝑦 + 𝑥)𝑑𝑦 = 0 Ans: 𝑥 + 3𝑦 − 3 = 𝑐𝑒 Q/
7. (𝑥 + 2𝑦)𝑑𝑥 − 𝑥𝑑𝑦 = 0 Ans: 𝑦 = 𝑥(𝑐𝑥 − 1)
8. (2 + 𝑦 cos 𝑥)𝑑𝑥 + 𝑥 cos 𝑥 𝑑𝑦 = 0 Ans: ln(sec 𝑥 + tan 𝑥)- + 𝑥𝑦 = 𝑐
9. 2(𝑦 − 𝑥)𝑑𝑥 + 𝑥(2𝑦 − 𝑥 + 2)𝑑𝑦 = 0 Ans: 2𝑥𝑦𝑒 / − 𝑥 - 𝑒 / = 𝑐
10. @𝑥 √𝑥 + 𝑥 - + 𝑦 - B𝑑𝑥 + 𝑦√𝑥 𝑑𝑦 = 0 Ans: ln(𝑥 - + 𝑦 - ) + 4√𝑥 = 𝑐

46
Author: Harold Jan R. Terano, ECE, MET
CHAPTER 5 NON-EXACT
DIFFERENTIAL EQUATIONS

II. Obtain the particular solutions satisfying the indicated conditions.

1. 2𝑥𝑦𝑑𝑥 = (𝑥 - + 𝑦 - )𝑑𝑦, 𝑦(0) = −1 Ans: 𝑦(𝑦 + 1) = 𝑥 -


2. 𝑥(1 + 𝑦 < )𝑑𝑦 + 𝑦𝑑𝑥 = 0, 𝑦(1) = 1 Ans: ln(𝑥𝑦)< + 𝑦 < = 1
4
3. 𝑦@1 − 𝑥𝑦√𝑥 - + 1 B𝑑𝑥 − 𝑥𝑑𝑦 = 0, 𝑦(0) = −3 Ans: 3𝑥 + 𝑦 − 𝑦(𝑥 - + 1)( = 0
V
4. 𝑥𝑑𝑦 − 𝑦(1 + 𝑦 cos 2𝑥)𝑑𝑥 = 0, 𝑦(0) = - Ans: 2𝑥 + 𝑦 sin 2𝑥 = 0

5. (4𝑥 < − 3𝑦 - )𝑑𝑥 + 6𝑥𝑦𝑑𝑦 = 0, 𝑦(−1) = 0 Ans: 2𝑥 < + 3𝑦 - = 2𝑥

47
Author: Harold Jan R. Terano, ECE, MET
CHAPTER 5 NON-EXACT
DIFFERENTIAL EQUATIONS

48
Author: Harold Jan R. Terano, ECE, MET
CHAPTER 6 FIRST-ORDER LINEAR
DIFFERENTIAL EQUATIONS

FIRST-ORDER
Chapter LINEAR
6 DIFFERENTIAL
EQUATIONS

Outline:
6.1 First-Order Linear Differential Equations
6.2 Solutions to First-Order Linear Differential Equations

AUGUSTIN-LOUIS CAUCHY (August 21, 1789 – May 23, 1857)


was a French mathematician who made contributions in infinitesimal
calculus. He defined continuity in terms of infinitesimals and made several
important theorems in complex analysis and initiated the study of
permutation groups in abstract algebra. His works cover the entire range
of mathematics and mathematical physics.
Cauchy verified the existence of recurrent elliptic functions, gave
the first impetus to the general theory of functions and laid the foundation
for the modern treatment of the convergence of infinite series. He
perfected the method of integration of linear differential equations and
invented the calculus of residues.

Overview:
Another type of differential equation is the first-order linear differential equation.
With the aid of integrating factor, the solution of this differential equation is obtained.

Objectives:

Upon completion of this chapter, the students will be able to:


1. Define first-order linear differential equation.
2. Determine first-order linear differential equations.
3. Solve first-order linear differential equations.

49
Author: Harold Jan R. Terano, ECE, ME
CHAPTER 6 FIRST-ORDER LINEAR
DIFFERENTIAL EQUATIONS

6.1 First-Order Linear Differential Equations


'/
A first-order linear differential equation can be written in the form + 𝑦𝑃(𝑥) =
')
𝑄(𝑥), where 𝑃 and 𝑄 are all function of 𝑥 alone.
To solve for the general solution of the differential equation, we write the
'/
equation in the form 𝑀(𝑥, 𝑦)𝑑𝑥 + 𝑁(𝑥, 𝑦)𝑑𝑦 = 0, thus, from ') + 𝑦𝑃(𝑥) = 𝑄(𝑥), we
have,
𝑑𝑦 + 𝑦𝑃(𝑥)𝑑𝑥 = 𝑄(𝑥)𝑑𝑥
[𝑦𝑃(𝑥) − 𝑄(𝑥)]𝑑𝑥 + 𝑑𝑦 = 0
.… .†
Now, set 𝑀 = 𝑦𝑃(𝑥) − 𝑄(𝑥) and 𝑁 = 1, thus, ./
= 𝑃(𝑥) and .)
= 0. The
differential equation is not exact, therefore, we can apply the concept of integrating
factors. From,
¥¦ ¥§
Q °())Q‚
¥r ¥s

= V
= 𝑃(𝑥)

we obtained 𝑒 ∫ °())') as the integrating factor.


From the original differential equation,
[𝑦𝑃(𝑥) − 𝑄(𝑥)]𝑑𝑥 + 𝑑𝑦 = 0
Multiply both sides of the equation by the integrating factor 𝑒 ∫ °())') , thus, we
have,
{[𝑦𝑃(𝑥) − 𝑄(𝑥)]𝑑𝑥 + 𝑑𝑦 = 0}³𝑒 ∫ °())') ´

³𝑦𝑃(𝑥)𝑒 ∫ °())') − 𝑄(𝑥)𝑒 ∫ °())') ´𝑑𝑥 + 𝑒 ∫ °())') 𝑑𝑦 = 0


Since,
'
𝑦𝑃(𝑥)𝑒 ∫ °())') 𝑑𝑥 + 𝑒 ∫ °())') 𝑑𝑦 = ') @𝑦𝑒 ∫ °())') B

Then,
'
')
@𝑦𝑒 ∫ °())') B − 𝑄(𝑥)𝑒 ∫ °())') 𝑑𝑥 = 0

Integrating both sides of the equation, the general solution is,


'
∫ ') @𝑦𝑒 ∫ °())') B − ∫ 𝑄(𝑥)𝑒 ∫ °())') 𝑑𝑥 = ∫ 0

𝑦𝑒 ∫ °())') − ∫ 𝑄(𝑥)𝑒 ∫ °())') 𝑑𝑥 = 𝑐


𝑦𝑒 ∫ °())') = ∫ 𝑄(𝑥) 𝑒 ∫ °())') 𝑑𝑥 + 𝑐 or
𝑦 (𝐼𝐹) = ∫ 𝑄(𝑥) (𝐼𝐹) 𝑑𝑥 + 𝑐
where 𝐼𝐹 = 𝑒 ∫ °())') .

50
Author: Harold Jan R. Terano, ECE, ME
CHAPTER 6 FIRST-ORDER LINEAR
DIFFERENTIAL EQUATIONS

6.2 Solutions to First-Order Linear Differential Equations


A solution to a first-order linear differential equation can be obtained by the
formula 𝑦 (𝐼𝐹) = ∫ 𝑄(𝑥) (𝐼𝐹) 𝑑𝑥 + 𝑐, which is the obtained solution to a first-order linear
'/
differential equation of the form + 𝑦𝑃(𝑥) = 𝑄(𝑥).
')

Example(a).
Obtain the general solution of (𝑥 < + 𝑦)𝑑𝑥 − 𝑥𝑑𝑦 = 0.
Solution:
'/
Write the equation in the form ') + 𝑦𝑃(𝑥) = 𝑄(𝑥), therefore,
'/ /
')
− ) = 𝑥-

Find 𝑃(𝑥) and 𝑄(𝑥), thus,


V
𝑃(𝑥) = − ) and 𝑄(𝑥) = 𝑥 -

For integrating factor,


}
𝐼𝐹 = 𝑒 ∫ °())') = 𝑒 ∫ Qs')
v}
= 𝑒 Q gZ ) = 𝑒 gZ )
V
𝐼𝐹 = 𝑥 QV = )

By 𝑦 (𝐼𝐹) = ∫ 𝑄(𝑥) (𝐼𝐹) 𝑑𝑥 + 𝑐, the general solution is,


V V
𝑦 :); = ∫ 𝑥 - :); 𝑑𝑥 + 𝑐
/
)
= ∫ 𝑥𝑑𝑥 + 𝑐
/ V V
= 𝑥 - + 𝑐 or 𝑦 = 𝑥 < + 𝑐𝑥
) - -

Example(b).
Obtain the general solution of 𝑥 < 𝑑𝑦 + 𝑥 A 𝑦𝑑𝑥 = 4𝑥 A 𝑑𝑥.
Solution:
'/
Write the equation in the form ') + 𝑦𝑃(𝑥) = 𝑄(𝑥), therefore,
'/
')
+ 𝑥 - 𝑦 = 4𝑥 -

Find 𝑃(𝑥) and 𝑄(𝑥), thus,


𝑃(𝑥) = 𝑥 - and 𝑄(𝑥) = 4𝑥 -
For integrating factor,
( ') } 4
𝐼𝐹 = 𝑒 ∫ °())') = 𝑒 ∫ ) = 𝑒 4)
By 𝑦 (𝐼𝐹) = ∫ 𝑄(𝑥) (𝐼𝐹) 𝑑𝑥 + 𝑐, the general solution is,
} 4 } 4
𝑦𝑒 4) = ∫ 4𝑥 - 𝑒 4) + 𝑐
} 4 } 4
𝑦𝑒 4) = 4𝑒 4) + 𝑐
} 4
𝑦 = 4 + 𝑐𝑒 Q4)

51
Author: Harold Jan R. Terano, ECE, ME
CHAPTER 6 FIRST-ORDER LINEAR
DIFFERENTIAL EQUATIONS

Example(c).
/
Obtain the general solution of :)kV − 𝑒 ) ; 𝑑𝑥 + 𝑑𝑦 = 0.
Solution:
'/
Write the equation in the form ') + 𝑦𝑃(𝑥) = 𝑄(𝑥), therefore,
'/ /
')
+ )kV = 𝑒 )

Find 𝑃(𝑥) and 𝑄(𝑥), thus,


V
𝑃(𝑥) = )kV and 𝑄(𝑥) = 𝑒 )

For integrating factor,


}
𝐼𝐹 = 𝑒 ∫ °())') = 𝑒 ∫s•}') = 𝑒 gZ()kV)
𝐼𝐹 = 𝑥 + 1
By 𝑦 (𝐼𝐹) = ∫ 𝑄(𝑥) (𝐼𝐹) 𝑑𝑥 + 𝑐, the general solution is,
𝑦(𝑥 + 1) = ∫ 𝑒 ) (𝑥 + 1)𝑑𝑥 + 𝑐
𝑦(𝑥 + 1) = ∫(𝑥𝑒 ) + 𝑒 ) )𝑑𝑥 + 𝑐
For ∫ 𝑥𝑒 ) 𝑑𝑥, use integration by parts, therefore,
∫ 𝑥𝑒 ) 𝑑𝑥 = 𝑥𝑒 ) − 𝑒 )
Substituting to the formula, the general solution is,
𝑦(𝑥 + 1) = 𝑥𝑒 ) − 𝑒 ) + 𝑒 ) + 𝑐
)t s kW
𝑦(𝑥 + 1) = 𝑥𝑒 ) + 𝑐 or 𝑦 = )kV

Example(d).
Obtain the general solution of sec 𝑥 𝑑𝑦 + (𝑦 csc 𝑥 − 1)𝑑𝑥 = 0.
Solution:
'/
Write the equation in the form ') + 𝑦𝑃(𝑥) = 𝑄(𝑥), therefore,
'/
+ 𝑦 cot 𝑥 = cos 𝑥
')

Find 𝑃(𝑥) and 𝑄(𝑥), thus,


𝑃(𝑥) = cot 𝑥 and 𝑄(𝑥) = cos 𝑥
For integrating factor,
𝐼𝐹 = 𝑒 ∫ °())') = 𝑒 ∫ efw )') = 𝑒 gZ(XYZ ))
𝐼𝐹 = sin 𝑥
By 𝑦 (𝐼𝐹) = ∫ 𝑄(𝑥) (𝐼𝐹) 𝑑𝑥 + 𝑐, the general solution is,
𝑦 sin 𝑥 = ∫ cos 𝑥 sin 𝑥 𝑑𝑥 + 𝑐
V
𝑦 sin 𝑥 = - sin- 𝑥 + 𝑐
V
𝑦 = - sin 𝑥 + 𝑐 csc 𝑥

52
Author: Harold Jan R. Terano, ECE, ME
CHAPTER 6 FIRST-ORDER LINEAR
DIFFERENTIAL EQUATIONS

Example(e).
Obtain the general solution of 𝑦𝑑𝑥 − 𝑥𝑑𝑦 = 𝑦 ln 𝑦 𝑑𝑦.
Solution:
')
For this example, we can also use the form '/
+ 𝑥𝑃(𝑦) = 𝑄(𝑦) and
the formula will be 𝑥(𝐼𝐹) = ∫ 𝑄(𝑦) (𝐼𝐹)𝑑𝑦 + 𝑐, therefore,
') )
'/
− /
= ln 𝑦

Find 𝑃(𝑦) and 𝑄(𝑦), thus,


V
𝑃(𝑦) = − / and 𝑄(𝑥) = ln 𝑦

For integrating factor,


}
∫ Qr'/ v}
𝐼𝐹 = 𝑒 ∫ °(/)'/ = 𝑒 = 𝑒 Q gZ / = 𝑒 gZ /
V
𝐼𝐹 = 𝑦 QV = /

By 𝑥(𝐼𝐹) = ∫ 𝑄(𝑦) (𝐼𝐹)𝑑𝑦 + 𝑐, the general solution is,


V V
𝑥 :/; = ∫ ln 𝑦 :/; 𝑑𝑦 + 𝑐
) V
/
= - ln- 𝑦 + 𝑐 or 2𝑥 = 𝑦 ln- 𝑦 + 𝑐𝑦

Example(f).
Obtain the particular solution of 𝑥𝑑𝑦 = (𝑦 + 𝑥 - sin 𝑥)𝑑𝑥, that satisfies the
u
condition, 𝑦 : - ; = 0.
Solution:
'/
Write the equation in the form ') + 𝑦𝑃(𝑥) = 𝑄(𝑥), therefore,
'/ /
')
− ) = 𝑥 sin 𝑥

Find 𝑃(𝑥) and 𝑄(𝑥), thus,


V
𝑃(𝑥) = − ) and 𝑄(𝑥) = 𝑥 sin 𝑥

For integrating factor,


}
𝐼𝐹 = 𝑒 ∫ °())') = 𝑒 ∫ Qs') = 𝑒 Q gZ )
V
𝐼𝐹 = 𝑥 QV = )

By 𝑦 (𝐼𝐹) = ∫ 𝑄(𝑥) (𝐼𝐹) 𝑑𝑥 + 𝑐, the general solution is,


V V
𝑦 :); = ∫ 𝑥 sin 𝑥 :) ; 𝑑𝑥 + 𝑐
/
)
= − cos 𝑥 + 𝑐

𝑦 = −𝑥 cos 𝑥 + 𝑐𝑥
u
To find the particular solution, set, 𝑥= -
and 𝑦 = 0, then solve for
𝑐.
u
When 𝑥 = -
and 𝑦 = 0, 𝑐 = 0.

53
Author: Harold Jan R. Terano, ECE, ME
CHAPTER 6 FIRST-ORDER LINEAR
DIFFERENTIAL EQUATIONS

Then, the particular solution is,


𝑦 = −𝑥 cos 𝑥
Example(g).
Obtain the particular solution of 𝑑𝑦 + (𝑒 <) + 3𝑦)𝑑𝑥 = 0, that satisfies the
condition 𝑦(0) = 1.
Solution:
'/
Write the equation in the form ') + 𝑦𝑃(𝑥) = 𝑄(𝑥), therefore,
'/
')
+ 3𝑦 = −𝑒 <)

Find 𝑃(𝑥) and 𝑄(𝑥), thus,p


𝑃(𝑥) = 3 and 𝑄(𝑥) = −𝑒 <)
For integrating factor,
𝐼𝐹 = 𝑒 ∫ °())') = 𝑒 ∫ <')
𝐼𝐹 = 𝑒 <)
By 𝑦 (𝐼𝐹) = ∫ 𝑄(𝑥) (𝐼𝐹) 𝑑𝑥 + 𝑐, the general solution is,
𝑦𝑒 <) = ∫ −𝑒 <) (𝑒 <) ) 𝑑𝑥 + 𝑐
𝑦𝑒 <) = − ∫ 𝑒 µ) 𝑑𝑥 + 𝑐
V
𝑦𝑒 <) = − µ 𝑒 µ) + 𝑐
V
𝑦 = − µ 𝑒 <) + 𝑐𝑒 Q<)

To find the particular solution, set 𝑥=0 and 𝑦 = 1, then solve for
𝑐.

When 𝑥 = 0 and 𝑦 = 1, 𝑐 = µ.

Then, the particular solution is,


V ¶
𝑦 = − µ 𝑒 <) + µ 𝑒 Q<)

Chapter Exercise
I. Obtain the general solution of the following differential equations.
'/ / V W
1. ')
+ ) = 𝑥µ Ans: 𝑦 = · 𝑥 ¶ + )
V (
2. 𝑦 ′ + 2𝑥𝑦 = 𝑥 Ans: 𝑦 = - + 𝑐𝑒 Q)
V
3. 𝑦 ′ + 𝑦 = 𝑒 -) Ans: 𝑦 = < 𝑒 -) + 𝑐𝑒 Q)
'/
4. sin 𝑥 ') + 𝑦 cos 𝑥 = 1 Ans: 𝑦 sin 𝑥 = 𝑥 + 𝑐
V '/ V (
5. ) ')
+ 6𝑦 = 2 Ans: 𝑦 = < + 𝑐𝑒 Q<)

54
Author: Harold Jan R. Terano, ECE, ME
CHAPTER 6 FIRST-ORDER LINEAR
DIFFERENTIAL EQUATIONS

'/ V (
6. ')
− 𝑥(1 − 2𝑦) = 0 Ans: 𝑦 = - + 𝑐𝑒 Q)
'/
7. 𝑥 < ') + 3𝑥 - 𝑦 = 1 Ans: 𝑥 < 𝑦 = 𝑥 + 𝑐
'/
8. ')
= 𝑒 -) + 3𝑦 Ans: 𝑦 + 𝑒 -) = 𝑐𝑒 <)

9. 𝑑𝑦 = (𝑥 − 2𝑦)𝑑𝑥 Ans: 4𝑦 = 2𝑥 − 1 + 𝑐𝑒 Q-)


'/
10. ')
= 𝑥 − 2𝑦 cot 2𝑥 Ans: 4𝑦 = 1 − 2𝑥 cot 2𝑥 + 𝑐 csc 2𝑥

II. Obtain the particular solutions satisfying the indicated conditions.


'/ -/
1. ')
+ )
= 6𝑥 < , 𝑦(1) = 2 Ans: 𝑥 - (𝑥 y − 𝑦) = −1
'/
2. 𝑒 ) ') + 2𝑒 ) 𝑦 = 1, 𝑦(0) = −2 Ans: 𝑦 = 𝑒 Q) − 3𝑒 Q-)

3. (𝑦 − 2𝑥)𝑑𝑥 + 𝑥𝑑𝑦 = 0, 𝑦(−1) = 3 Ans: 𝑥(𝑥 − 𝑦) = 4


V (
4. 𝑑𝑦 = (𝑥 − 4𝑥𝑦)𝑑𝑥, 𝑦(0) = − y Ans: 4𝑦 = 1 − 2𝑒 Q-)

5. (𝑦 tan 𝑥 − sin 2𝑥)𝑑𝑥 + 𝑑𝑦 = 0, 𝑦(0) = −1 Ans: 𝑦 = cos 𝑥 (1 − 2 cos 𝑥)

55
Author: Harold Jan R. Terano, ECE, ME
CHAPTER 6 FIRST-ORDER LINEAR
DIFFERENTIAL EQUATIONS

56
Author: Harold Jan R. Terano, ECE, ME
CHAPTER 7 BERNOULLI’S
DIFFERENTIAL EQUATIONS

Chapter BERNOULLI’S
7 DIFFERENTIAL
EQUATIONS
Outline:
7.1 Bernoulli’s Differential Equations
7.2 Solutions to Bernoulli’s Differential Equations

JACOB BERNOULLI (also known as James or Jacques)


(December 27, 1654/ January 6, 1655 – August 16, 1705) was one of the
many prominent mathematicians in the Bernoulli family. He gave
numerous contributions to calculus and along with his brother Johann,
was one of the founders of the calculus of variations. His important
contribution was in the field of probability where he derived the first
version of the law of large numbers in his work Ars Conjectandi.
Jacob Bernoulli's paper of 1690 is important for the history of
calculus, since the term integral appears for the first time with its
integration meaning. In 1696, he solved the equation, now known as the
Bernoulli’s Differential Equations.

Overview:
This chapter deals with the solution to first order non-linear differential equations.
These equations are called as the Bernoulli’s differential equations. This equation is
non-linear and is reducible to a linear form by a method of substitution and thus,
solution to a first-order linear differential equation is applicable.

Objectives:

Upon completion of this chapter, the students will be able to:


1. Define Bernoulli’s differential equation.
2. Determine Bernoulli’s differential equations.
3. Reduce Bernoulli’s differential equation into a first-order linear
differential equation.
4. Solve Bernoulli’s differential equations.

57
Author: Harold Jan R. Terano, ECE
CHAPTER 7 BERNOULLI’S
DIFFERENTIAL EQUATIONS

7.1 Bernoulli’s Differential Equations


'/
A differential equation of the form + 𝑦𝑃(𝑥) = 𝑦 € 𝑄(𝑥) is a Bernoulli’s
')
differential equation, where 𝑃 and 𝑄 are all function of 𝑥 alone.
To solve for the general solution of the differential equation, divide both sides of
the equation by 𝑦 € thus, we have,
'/
𝑦 Q€ ') + 𝑦 Q€kV 𝑃(𝑥) = 𝑄(𝑥)
'ˆ '/
By transformation, we can set 𝑣 = 𝑦 Q€kV and ')
= (−𝑛 + 1)𝑦 Q€ ') or (−𝑛 +
'ˆ '/
1)QV ') = 𝑦 Q€ ') . Substituting to the above equation we have,

(−𝑛 + 1)QV + 𝑣𝑃(𝑥) = 𝑄(𝑥)
')

+ 𝑣(−𝑛 + 1)𝑃(𝑥) = (−𝑛 + 1)𝑄(𝑥)
')

Therefore, the new equation formed was now a linear differential equation.
By the solution of linear differential equation, set 𝑃(𝑥) = (−𝑛 + 1)𝑃(𝑥) and
𝑄(𝑥) = 𝑄(𝑥)(−𝑛 + 1), thus, the integrating factor is,
𝑒 ∫ °())') = 𝑒 ∫(Q€kV)°())')
= 𝑒 (Q€kV) ∫ °())')
Then, the general solution is,
𝑣𝑒 (Q€kV) ∫ °())') = (−𝑛 + 1) ∫ 𝑄(𝑥) 𝑒 (Q€kV) ∫ °())') 𝑑𝑥 + 𝑐
where, 𝑣 = 𝑦 Q€kV .

7.2 Solutions to Bernoulli’s Differential Equations


A solution to a Bernoulli’s differential equation can be obtained by the formula
(Q€kV) ∫ °())')
𝑣𝑒 = (−𝑛 + 1) ∫ 𝑄(𝑥) 𝑒 (Q€kV) ∫ °())') 𝑑𝑥 + 𝑐, where 𝑣 = 𝑦 Q€kV , as shown in
the previous section.

Example(a).
'/
Obtain the general solution of ') + 𝑦 = 𝑥𝑦 y .
Solution:
Divide both sides of the equation by 𝑦 y , therefore,
'/
𝑦 Qy ') + 𝑦 Q< = 𝑥
'ˆ '/
Then, set 𝑣 = 𝑦 Q< and ')
= −3𝑦 Qy ') , and substitute to the above
equation, thus,
V 'ˆ
− < ') + 𝑣 = 𝑥

')
− 3𝑣 = −3𝑥

The equation is now a linear differential equation.

58
Author: Harold Jan R. Terano, ECE
CHAPTER 7 BERNOULLI’S
DIFFERENTIAL EQUATIONS

By the solution of linear differential equation, set 𝑃(𝑥) = −3 and


𝑄(𝑥) = −3𝑥, and the integrating factor is,
𝑒 ∫ °())') = 𝑒 ∫ Q<')
= 𝑒 Q<)
Then,
𝑣𝑒 Q<) = ∫ −3𝑥 𝑒 Q<) 𝑑𝑥 + 𝑐
𝑣𝑒 Q<) = −3 ∫ 𝑥𝑒 Q<) 𝑑𝑥 + 𝑐
For −3 ∫ 𝑥𝑒 Q<) 𝑑𝑥, use integration by parts, therefore,
V
−3 ∫ 𝑥𝑒 Q<) 𝑑𝑥 = 𝑥𝑒 Q<) + < 𝑒 Q<) + 𝑐
Substituting to the above equation, we have,
V
𝑣𝑒 Q<) = 𝑥𝑒 Q<) + < 𝑒 Q<) + 𝑐
Since 𝑣 = 𝑦 Q< , thus the general solution is,
V
𝑦 Q< 𝑒 Q<) = 𝑥𝑒 Q<) + < 𝑒 Q<) + 𝑐
V
𝑦 Q< = 𝑥 + < + 𝑐𝑒 <)

Example(b).
Obtain the general solution of 𝑥𝑑𝑦 − [𝑦 + 𝑥𝑦 - (1 + ln 𝑥)]𝑑𝑥 = 0.
Solution:
'/
Writing the equation in the form ') + 𝑦𝑃(𝑥) = 𝑦 € 𝑄(𝑥), we have,
'/ /
')
− ) = 𝑦 - (1 + ln 𝑥)

Divide both sides of the equation by 𝑦 - , therefore,


'/ V
𝑦 Q- ') − )/ = 1 + ln 𝑥
V 'ˆ '/
Then, set 𝑣 = −/ and ')
= 𝑦 Q- ') , and substitute to the above
equation, thus,
'ˆ ˆ
')
+ ) = 1 + ln 𝑥

The equation is now a linear differential equation.


V
By the solution of linear differential equation, set 𝑃(𝑥) = ) and
𝑄(𝑥) = 1 + ln 𝑥, and the integrating factor is,
}
𝑒 ∫ °())') = 𝑒 ∫s')
= 𝑒 gZ )
=𝑥
Then,
𝑣𝑥 = ∫(1 + ln 𝑥) 𝑥𝑑𝑥 + 𝑐
𝑣𝑥 = ∫(𝑥 + 𝑥 ln 𝑥)𝑑𝑥 + 𝑐
V
𝑣𝑥 = - 𝑥 - + ∫ 𝑥 ln 𝑥 𝑑𝑥 + 𝑐

59
Author: Harold Jan R. Terano, ECE
CHAPTER 7 BERNOULLI’S
DIFFERENTIAL EQUATIONS

For ∫ 𝑥 ln 𝑥 𝑑𝑥, use integration by parts, therefore,


V V
∫ 𝑥 ln 𝑥 𝑑𝑥 = - 𝑥 - ln 𝑥 − y 𝑥 - + 𝑐
Substituting to the above equation, we have,
V V V
𝑣𝑥 = - 𝑥 - + - 𝑥 - ln 𝑥 − y 𝑥 - + 𝑐
V V
𝑣𝑥 = y 𝑥 - + - 𝑥 - ln 𝑥 + 𝑐
V
Since 𝑣 = − /, thus the general solution is,
) V V
− / = y 𝑥 - + - 𝑥 - ln 𝑥 + 𝑐

4𝑥 = −𝑥 - 𝑦 − 2𝑥 - 𝑦 ln 𝑥 + 𝑐𝑦
𝑥 - 𝑦(1 + ln 𝑥 - ) = 𝑐𝑦 − 4𝑥
Example(c).
'/
Obtain the general solution of ') + 𝑦 = 𝑦 - cos 𝑥.
Solution:
Divide both sides of the equation by 𝑦 - , therefore,
'/ V
𝑦 Q- ') + / = cos 𝑥
V 'ˆ '/
Then, set 𝑣=/ and ')
= −𝑦 Q- ') , and substitute to the above
equation, thus,

− ') + 𝑣 = cos 𝑥

')
− 𝑣 = − cos 𝑥

The equation is now a linear differential equation.


By the solution of linear differential equation, set 𝑃(𝑥) = −1 and
𝑄(𝑥) = − cos 𝑥, and the integrating factor is,
𝑒 ∫ °())') = 𝑒 ∫ Q')
= 𝑒 Q)
Then,
𝑣𝑒 Q) = − ∫ 𝑒 Q) cos 𝑥 𝑑𝑥 + 𝑐
For − ∫ 𝑒 Q) cos 𝑥 𝑑𝑥, use integration by parts, therefore,
V
− ∫ 𝑒 Q) cos 𝑥 𝑑𝑥 = − - 𝑒 Q) (sin 𝑥 − cos 𝑥)

Substituting to the above equation, we have,


V
𝑣𝑒 Q) = − - 𝑒 Q) (sin 𝑥 − cos 𝑥) + 𝑐
V
𝑣 = − - (sin 𝑥 − cos 𝑥) + 𝑐𝑒 )
V
Since 𝑣 = /, thus the general solution is,
V V
/
= − - (sin 𝑥 − cos 𝑥) + 𝑐𝑒 )

𝑦(sin 𝑥 − cos 𝑥) = 𝑐𝑦𝑒 ) − 2

60
Author: Harold Jan R. Terano, ECE
CHAPTER 7 BERNOULLI’S
DIFFERENTIAL EQUATIONS

Example(d).
Obtain the general solution of 𝑑𝑦 + 𝑦 tan 𝑥 𝑑𝑥 = 𝑦 - sec 𝑥 𝑑𝑥.
Solution:
𝑑𝑦 + 𝑦 tan 𝑥 𝑑𝑥 = 𝑦 - sec 𝑥 𝑑𝑥
'/
+ 𝑦 tan 𝑥 = 𝑦 - sec 𝑥
')

Divide both sides of the equation by 𝑦 - , therefore,


'/ wxZ )
𝑦 Q- ') + /
= sec 𝑥
V 'ˆ '/
Then, set 𝑣=/ and ')
= −𝑦 Q- ') , and substitute to the above
equation, thus,

− ') + 𝑣 tan 𝑥 = sec 𝑥

')
− 𝑣 tan 𝑥 = − sec 𝑥

The equation is now a linear differential equation.


By the solution of linear differential equation, set 𝑃(𝑥) = − tan 𝑥 and
𝑄(𝑥) = − sec 𝑥, and the integrating factor is,
𝑒 ∫ °())') = 𝑒 ∫ Q wxZ )')
= 𝑒 gZ efX )
= cos 𝑥
Then,
𝑣 cos 𝑥 = ∫ − sec 𝑥 cos 𝑥 𝑑𝑥
𝑣 cos 𝑥 = − ∫ 𝑑𝑥 + 𝑐
𝑣 cos 𝑥 = −𝑥 + 𝑐
V
Since 𝑣 = /, thus the general solution is,
V
/
cos 𝑥 = −𝑥 + 𝑐
𝑦(𝑐 − 𝑥) = cos 𝑥
Example(e).
Obtain the general solution of 𝑑𝑦 + 𝑥(𝑦 − 𝑦 A )𝑑𝑥 = 0.
Solution:
𝑑𝑦 + 𝑥(𝑦 − 𝑦 A )𝑑𝑥 = 0
'/
')
+ 𝑥𝑦 = 𝑥𝑦 A

Divide both sides of the equation by 𝑦 A , therefore,


'/ )
𝑦 QA ') + / ‰ = 𝑥
'ˆ '/
Then, set 𝑣 = 𝑦 Qy and ')
= −4𝑦 QA ') , and substitute to the above
equation, thus,
V 'ˆ
− y ') + 𝑣𝑥 = 𝑥

')
− 4𝑣𝑥 = −4𝑥

The equation is now a linear differential equation.

61
Author: Harold Jan R. Terano, ECE
CHAPTER 7 BERNOULLI’S
DIFFERENTIAL EQUATIONS

By the solution of linear differential equation, set 𝑃(𝑥) = −4𝑥 and


𝑄(𝑥) = −4𝑥, and the integrating factor is,
𝑒 ∫ °())') = 𝑒 ∫ Qy)')
(
= 𝑒 Q-)
Then,
( (
𝑣𝑒 Q-) = − ∫ 4𝑥 𝑒 Q-) 𝑑𝑥 + 𝑐
( (
𝑣𝑒 Q-) = 𝑒 Q-) + 𝑐
(
𝑣 = 1 + 𝑐𝑒 -)
Since 𝑣 = 𝑦 Qy , thus the general solution is,
(
𝑦 Qy = 1 + 𝑐𝑒 -)
(
𝑦 y @1 + 𝑐𝑒 -) B = 1
Example(f).
Obtain the particular solution of 𝑑𝑥 + 𝑥𝑑𝑦 = 𝑥 < 𝑦𝑑𝑦, that satisfies the condition
𝑦(1) = 0.
Solution:
𝑑𝑥 + 𝑥𝑑𝑦 = 𝑥 < 𝑦𝑑𝑦
')
'/
+ 𝑥 = 𝑥<𝑦

Divide both sides of the equation by 𝑥 < , therefore,


') V
𝑥 Q< '/ + ) ( = 𝑦
'ˆ ')
Then, set 𝑣 = 𝑥 Q- and '/
= −2𝑥 Q< '/ and substitute to the above
equation, thus,
V 'ˆ
− - '/ + 𝑣 = 𝑦

'/
− 2𝑣 = −2𝑦

The equation is now a linear differential equation.


By the solution of linear differential equation, set 𝑃(𝑦) = −2 and
𝑄(𝑦) = −2𝑦, and the integrating factor is,
𝑒 ∫ °(/)'/ = 𝑒 ∫ Q-'/
= 𝑒 Q-/
Then,
𝑣𝑒 Q-/ = −2 ∫ 𝑦 𝑒 Q-/ 𝑑𝑦 + 𝑐
For −2 ∫ 𝑦 𝑒 Q-/ 𝑑𝑦, use integration by parts, therefore,
V
−2 ∫ 𝑦 𝑒 Q-/ 𝑑𝑦 = 𝑦 𝑒 Q-/ + - 𝑒 Q-/ + 𝑐

Substituting to the above equation, we have,


V
𝑣𝑒 Q-/ = 𝑦 𝑒 Q-/ + - 𝑒 Q-/ + 𝑐
V
𝑣 = 𝑦 + - + 𝑐𝑒 -/

62
Author: Harold Jan R. Terano, ECE
CHAPTER 7 BERNOULLI’S
DIFFERENTIAL EQUATIONS

Since 𝑣 = 𝑥 Q- , thus the general solution is,


V
𝑥 Q- = 𝑦 + - + 𝑐𝑒 -/

𝑥 - (2𝑦 + 1 + 𝑐𝑒 -/ ) = 2
To find the particular solution, set 𝑥=1 and 𝑦 = 0, then solve for
𝑐.
When 𝑥 = 1 and 𝑦 = 0, 𝑐 = 1.
Then, the particular solution is,
𝑥 - (2𝑦 + 1 + 𝑒 -/ ) = 2
Example(g).
'/
Obtain the particular solution of ') − 𝑦 cos 𝑥 = 𝑦 - cos 𝑥, that satisfies the
condition 𝑦(𝜋) = 2.
Solution:
Divide both sides of the equation by 𝑦 - , therefore,
'/ efX )
𝑦 Q- ') − /
= cos 𝑥
V 'ˆ '/
Then, set 𝑣 = −/ and ')
= 𝑦 Q- ') , and substitute to the above
equation, thus,

')
+ 𝑣 cos 𝑥 = cos 𝑥

The equation is now a linear differential equation.


By the solution of linear differential equation, set 𝑃(𝑥) = cos 𝑥 and
𝑄(𝑥) = cos 𝑥, and the integrating factor is,
𝑒 ∫ °())') = 𝑒 ∫ efX )')
= 𝑒 XYZ )
Then,
𝑣𝑒 XYZ ) = ∫ cos 𝑥 𝑒 XYZ ) + 𝑐
𝑣𝑒 XYZ ) = 𝑒 XYZ ) + 𝑐
𝑣 = 1 + 𝑐𝑒 Q XYZ )
V
Since 𝑣 = − /, thus the general solution is,
V
− / = 1 + 𝑐𝑒 Q XYZ )
𝑦@1 + 𝑐𝑒 QXYZ ) B = −1
To find the particular solution, set 𝑥=𝜋 and 𝑦 = 2, then solve for
𝑐.
<
When 𝑥 = 𝜋 and 𝑦 = 2, 𝑐 = − -.
Then, the particular solution is,
<
𝑦 :1 − - 𝑒 QXYZ ) ; = −1

𝑦@2 − 3𝑒 Q XYZ ) B = −2

63
Author: Harold Jan R. Terano, ECE
CHAPTER 7 BERNOULLI’S
DIFFERENTIAL EQUATIONS

Chapter Exercise
I. Obtain the general solution of the following differential equations.

1. 𝑦 ′ + 2𝑦 = 𝑦 - Ans: 𝑦(1 + 𝑐𝑒 -) ) = 2
'/ /
2. ')
− ()kV) = (𝑦𝑒 ) )- Ans: 𝑦(2𝑥𝑒 -) + 𝑒 -) + 𝑐) = −4(𝑥 + 1)
V
3. 𝑦 ′ + 𝑥𝑦 = 𝑥𝑦 - Ans: 𝑦 = s(
VkWt (
'/ /
4. ')
+ ) = 𝑦 Q- Ans: 𝑥 < (4𝑦 < − 3𝑥) = 𝑐
} ( -
'/
5. ')
+ 𝑥𝑦 = 𝑥 z𝑦 Ans: 𝑦 = :1 + 𝑐𝑒 Q‰) ;

6. 𝑥𝑦 ′ + 𝑦 = 𝑥𝑦 < Ans: 𝑥𝑦 - (2 + 𝑐𝑥) = 1


7. 𝑦 ′ + 𝑦 = 𝑦 < 𝑒 ) Ans: 𝑦 - 𝑒 ) (2 + 𝑐𝑒 ) ) = 1
'/ -/
8. ')
+ )
= (𝑥 − 1)𝑦 - Ans: 𝑥𝑦(𝑐𝑥 − 𝑥 ln 𝑥 − 1) = 1
4 } -
/
9. 𝑦 ′ ′ + ) + (𝑥 + 2)- 𝑦 ( = 0 Ans: 𝑥 - 𝑦 :3𝑥 - + 20𝑥 + 60 + 𝑐𝑥 Q( ; = 225

10. 𝑑𝑦 + (𝑦 tan 𝑥 − 𝑦 < )𝑑𝑥 = 0 Ans: 𝑦 - (𝑐 − 2𝑥 − sin 2𝑥) = 2cos - 𝑥

II. Obtain the particular solutions satisfying the indicated conditions.


'/
1. ') + 2𝑦 = 𝑦 < 𝑒 y) , 𝑦(0) = 1 Ans: 𝑦 - (1 − 2𝑥) = 𝑒 Qy)
'/ / /{
2. ')
− ) = ) 4 , 𝑦(1) = −1 Ans: 𝑦 y (3 − 2𝑥 - ) = 𝑥 y
4 (
'/
3. ')
+ 3𝑥𝑦 = 𝑥𝑦 - , 𝑦(0) = −3 Ans: 𝑦 :1 − 2𝑒 () ; = 3
(
4. 𝑥𝑦(2 − 𝑦 - )𝑑𝑥 + 𝑑𝑦 = 0, 𝑦(0) = 1 Ans: 𝑦 - @1 + 𝑒 -) B = 2
'/ u
5. ')
+ 𝑦 cot 𝑥 − 𝑦 - sin 𝑥 = 0, 𝑦 : - ; = 1 Ans: 𝑦(2𝑥 + 2 − 𝜋) sin 𝑥 = 2

64
Author: Harold Jan R. Terano, ECE
CHAPTER 8 APPLICATIONS:
EXPONENTIAL GROWTH AND DECAY PROBLEMS

APPLICATIONS:
Chapter EXPONENTIAL
8 GROWTH AND
DECAY PROBLEMS
Outline:
8.1 Population Growth
8.2 Radioactive Decay
8.3 Continuous Compound Interest Problems
8.4 Cooling and Heating Problems

JOHN NAPIER (1550 – April 4, 1617) was a Scottish


mathematician, physicist and astronomer. He is best known as the
inventor of logarithms. He also invented the “Napier’s Bones” and made
common the use of the decimal point in arithmetic and mathematics.
In 1614, he discusses Napierian Logarithm in Mirifici
Logarithmorum Canonis Descriptio. In 1618 he published the first
references to “e” in a work on logarithm.
His work on logarithms, published eighty years before, made
possible Leibniz's rendition of the integration of the differential 1/x dx as
log x.

Overview:
Problems on applications of the first-order differential equation is an important
thing to be consider after all the theoretical works taken up in the previous chapters.
The previous topics on the solutions to a differential equation are now ready to use in
some practical applications.
This chapter deals with the applications on the law of exponential change. This
can be an exponential growth or its opposite process known as exponential decay.
Problems on these natures will be taken up in this chapter.

Objectives:
Upon completion of this chapter, the students will be able to:
1. Solve applications of first order differential equations on exponential
growth and decay.
2. Solve cooling and heating problems by applying the Newton’s Law
of Cooling.

65
Author: Harold Jan R. Terano, ECE, ME
CHAPTER 8 APPLICATIONS:
EXPONENTIAL GROWTH AND DECAY PROBLEMS

8.1 Population Growth


Population grows in proportion to the population present at any given time. Thus,
the time rate of change of the population is directly proportional to the population at any
time. Given that 𝑃 is the population and 𝑡 is the time, then,

'*
∝𝑃

'*
= 𝑘𝑃

By separation of variables, we have,



°
= 𝑘𝑑𝑡

Integrating both sides of the equation, we have,


ln 𝑃 = 𝑘𝑡 + 𝑐
𝑃 = 𝑒 º*kW
𝑃 = 𝑒 º* 𝑒 W
𝑃 = 𝑐𝑒 º*
Since 𝑐 is the constant to be determined, use the initial condition 𝑡 = 0 and
𝑃 = 𝑃‚ , thus from the equation,
𝑃 = 𝑐𝑒 º*
When, 𝑃 = 𝑃‚ and 𝑡 = 0,
𝑃‚ = 𝑐𝑒 ‚
𝑐 = 𝑃‚
Therefore,
𝑷 = 𝑷𝟎 𝒆𝒌𝒕
The population at any time 𝑡 is 𝑃 = 𝑃‚ 𝑒 º* .

Example(a).
The present population of a certain country is 10,000,000. Five years ago, the
population is 9,560,000. What will be the population of the country in the next 20
years?
Solution:
We can initially assign 𝑃‚ = 9,560,000, 𝑃 = 10,000,000 and 𝑡 = 5 years
to find 𝑘.
From the formula 𝑃 = 𝑃‚ 𝑒 º* , assign the values and find 𝑘, thus,
10,000,000 = 9,560,000𝑒 º(A)
-A‚
-<¿
= 𝑒 Aº
V -A‚
𝑘 = A ln :-<¿;

The population of the country at any time 𝑡 is


} ({À
𝑃 = 10,000,000𝑒 Š{ gZ:(4Á;‹*

66
Author: Harold Jan R. Terano, ECE, ME
CHAPTER 8 APPLICATIONS:
EXPONENTIAL GROWTH AND DECAY PROBLEMS

When 𝑡 = 20 years,
} ({À
𝑃 = 10,000,000𝑒 Š{ gZ:(4Á;‹(-‚)
𝑃 = 11,972,048 inhabitants
Example(b).
A certain bacteria are being grown in a culture. At start, there are 50 bacteria
and after 1 hour, there are 600 bacteria, how many will there be at the end of one
day?
Solution:
We can initially assign 𝑃‚ = 50, 𝑃 = 600 and 𝑡 = 1 hour to find 𝑘.
From the formula 𝑃 = 𝑃‚ 𝑒 º* , assign the values and find 𝑘, thus,
600 = 50𝑒 º(V)
12 = 𝑒 º
𝑘 = ln(12)
The number of bacteria at any time 𝑡 is
𝑃 = 50𝑒 [gZ(V-)]*
After 1 day (24 hours), the bacteria is,
𝑃 = 50𝑒 [gZ(V-)](-y)
𝑃 = 3.975 × 10-¶ bacteria
Example(c).
In 1990, the population of a country doubles compared to that of 1970. In what
year will the population treble?
Solution:
From 1970 to 1990, 𝑡 = 20 years and 𝑃 = 2𝑃‚ . Using the
following values 𝑘 will be,
º*
𝑃 = 𝑃‚ 𝑒
2𝑃‚ = 𝑃‚ 𝑒 º(-‚)
V
𝑘 = -‚ ln(2)

The population at any time 𝑡 is,


}
𝑃 = 𝑃‚ 𝑒 Š(À gZ(-)‹*
When 𝑃 = 3𝑃‚ , 𝑡 will be,
}
3𝑃‚ = 𝑃‚ 𝑒 Š(À gZ(-)‹*
𝑡 = 31.7 years
Thus, the population of the country will be treble after 31.7 years or in
the year 2002.

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Author: Harold Jan R. Terano, ECE, ME
CHAPTER 8 APPLICATIONS:
EXPONENTIAL GROWTH AND DECAY PROBLEMS

8.2 Radioactive Decay


Radioactive decay works as same as population growth. The time rate of change
of decay of radioactive substances is proportional to the amount present at any time 𝑡,
then,

'*
∝𝑅

'*
= 𝑘𝑅

By separation of variables, we have,



Ã
= 𝑘𝑑𝑡

Integrating both sides of the equation, we have,


ln 𝑅 = 𝑘𝑡 + 𝑐
𝑅 = 𝑒 º*kW
𝑅 = 𝑒 º* 𝑒 W
𝑅 = 𝑐𝑒 º*
Since 𝑐 is the constant to be determined, use the initial condition 𝑡 = 0 and
𝑅 = 𝑅‚ , thus, from the equation,
𝑅 = 𝑐𝑒 º*
When 𝑅 = 𝑅‚ and 𝑡 = 0,
𝑅‚ = 𝑐𝑒 ‚
𝑐 = 𝑅‚
Therefore,
𝑹 = 𝑹𝟎 𝒆𝒌𝒕
The amount of radioactive material/substance at any time 𝑡 is 𝑅 = 𝑅‚ 𝑒 º* .

Example(a).
A certain radioactive material decays at a rate proportional to the amount
present. If initially, there are 500 mg of the material present and after 3 years, it is
observed that 10 percent of the original amount has decayed. How many years it
would take to decay 50 percent of the original amount of the material?
Solution:
Initially 𝑡 = 3 years, 𝑅‚ = 500 mg and 𝑅 = 450 mg, since 10% of
the material decayed, then find 𝑘.
𝑅 = 𝑅‚ 𝑒 º*
450 = 500𝑒 º(<)
V ¿
𝑘 = < ln :V‚;

The radioactive material decay at any time 𝑡 is,


} Á
𝑅 = 500𝑒 Š4 gZ:}À;‹*

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Author: Harold Jan R. Terano, ECE, ME
CHAPTER 8 APPLICATIONS:
EXPONENTIAL GROWTH AND DECAY PROBLEMS

When 𝑅 = 250 mg since 50% is totally decayed, then find for 𝑡.


} Á
𝑅 = 500𝑒 Š4 gZ:}À;‹*
} Á
250 = 500𝑒 Š4 gZ:}À;‹*
𝑡 = 19.74 years
It would take 19.74 years to decay 50% of the material.

Example(b).
Cobalt 60 has a half-life of 5.7 years. Initially, there are 100 grams of Cobalt 60,
how much will be left after 5 years?
Solution:
Initially, 𝑡 = 5.7 years, 𝑅‚ = 100 grams and 𝑅 = 50 grams, since after
5.7 years, the substance remains only half of its total amount, then find 𝑘.
𝑅 = 𝑅‚ 𝑒 º*
50 = 100𝑒 º(A.¶)
V V
𝑘 = A.¶ ln :-;

The radioactive material decay at any time 𝑡 is,


} }
𝑅 = 100𝑒 Š{.Æ gZ:(;‹*
When 𝑡 = 5 years, 𝑅 will be,
} }
𝑅 = 100𝑒 Š{.Æ gZ:(;‹*
} }
𝑅 = 100𝑒 Š{.Æ gZ:(;‹(A)
𝑅 = 54.44 grams
After 5 years, only 54.44 grams of Cobalt 60 remain.
Example(c).
The amount of a certain radioactive substance is reduced from 30 grams to 23
grams in 30 days. What is its half-life?
Solution:
Initially, 𝑅‚ = 30 grams, 𝑅 = 23 grams and 𝑡‚ = 30 days, then, find
𝑘.
𝑅 = 𝑅‚ 𝑒 º*
23 = 30𝑒 º(<‚)
V -<
𝑘 = <‚ ln :<‚;

The radioactive substance decay at any time 𝑡 is,


} (4
𝑅 = 30𝑒 Š4À gZ:4À;‹*
To find for its half-life,
ÃÀ
𝑅= -

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Author: Harold Jan R. Terano, ECE, ME
CHAPTER 8 APPLICATIONS:
EXPONENTIAL GROWTH AND DECAY PROBLEMS

<‚
𝑅= -
= 15

From the formula, substitute 𝑅 = 15 and find 𝑡.


} (4
𝑅 = 30𝑒 Š4À gZ:4À;‹*
} (4
15 = 30𝑒 Š4À gZ:4À;‹*
𝑡 = 78.26 days
Thus, the half-life of the substance is 78.26 days.

8.3 Continuous Compound Interest Problems


The time rate of change of the amount in an account is directly proportional to the
amount present at any time 𝑡. Thus,

'*
∝𝐴

'*
= 𝑘𝐴

By separation of variables, we have,



Ç
= 𝑘𝑑𝑡
Integrating both sides of the equation, we have,
ln 𝐴 = 𝑘𝑡 + 𝑐
𝐴 = 𝑒 º*kW
𝐴 = 𝑒 º* 𝑒 W
𝐴 = 𝑐𝑒 º*
Since 𝑐 is the constant to be determined, use the initial condition 𝑡 = 0 and
𝐴 = 𝐴‚ , thus, from the equation,

𝐴 = 𝑐𝑒 º*
When, 𝐴 = 𝐴‚ and 𝑡 = 0,
𝐴‚ = 𝑐𝑒 ‚
𝑐 = 𝐴‚
Therefore,
𝑨 = 𝑨𝟎 𝒆𝒌𝒕
The amount at any time 𝑡 is 𝐴 = 𝐴‚ 𝑒 º* .

Example(a).
A man places 𝑃ℎ𝑝 10,000.00 in an account. Assuming no additional deposits or
withdrawals, how much will the man have after 10 years if the bank pays 4.5% interest
per annum compounded continuously for the entire period?

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Author: Harold Jan R. Terano, ECE, ME
CHAPTER 8 APPLICATIONS:
EXPONENTIAL GROWTH AND DECAY PROBLEMS

Solution:
Initially 𝐴‚ = 𝑃ℎ𝑝 10,000.00, 𝑘 = 4.5% = 0.045 and 𝑡 = 10 years.
From the formula,
𝐴 = 𝐴‚ 𝑒 º*
𝐴 = 10,000𝑒 ‚.‚yA(V‚)
𝐴 = 𝑃ℎ𝑝 15,683.12
After 10 years, the amount will be 𝑃ℎ𝑝 15,683.12.
Example(b).
Initially, there is 𝑃ℎ𝑝 20,000.00 in an account. If, after 20 years, the amount
grows up to 𝑃ℎ𝑝 50,000.00, considering no additional deposits or withdrawals, what is
the interest per annum compounded continuously for the entire period? In how many
years will the amount be 𝑃ℎ𝑝 100,000.00?
Solution:
From the formula,
𝐴 = 𝐴‚ 𝑒 º*
When 𝐴‚ = 𝑃ℎ𝑝 20,000.00, 𝐴 = 𝑃ℎ𝑝 50,000.00 and 𝑡 = 20 years,
then,
50,000 = 20,000𝑒 º(-‚)
V A
𝑘 = -‚ ln :-; = 0.0458 = 4.58%

The interest per annum is 0.0458 or 4.58%.


The amount at any time 𝑡 is,
} {
𝐴 = 20,000𝑒 Š(À gZ:(;‹*
When 𝐴 = 𝑃ℎ𝑝 100,000.00, then,
} {
100,000 = 20,000𝑒 Š(À gZ:(;‹*
𝑡 = 35 years
The amount will be 𝑃ℎ𝑝 100,000.00 after 35 years.
Example(c).
A woman places 𝑃ℎ𝑝 50,000.00 in an account. During the first five years, the
bank pays 5% interest per annum compounded continuously. Another five years, the
bank pays 5.5% interest per annum compounded continuously. In that period of time,
how much will the woman have?
Solution:
For the first five years, the amount is,
𝐴 = 50,000𝑒 ‚.‚A(A)
𝐴 = 𝑃ℎ𝑝 64,201.27
For the next five years, use 𝐴‚ = 𝑃ℎ𝑝 64,201.27 and 𝑘 = 0.055, then
the amount will be,
𝐴 = 64,201.27𝑒 ‚.‚AA(A)
𝐴 = 𝑃ℎ𝑝 84,522.94

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Author: Harold Jan R. Terano, ECE, ME
CHAPTER 8 APPLICATIONS:
EXPONENTIAL GROWTH AND DECAY PROBLEMS

8.4 Cooling and Heating Problems


According to Newton’s Law of Cooling, “the time rate of change of temperature of
a body is proportional to the temperature difference between the body and its
surrounding medium.” Thus,
'ÌÍ
∝ (𝑇a − 𝑇Ï )
'*
'ÌÍ
'*
= 𝑘(𝑇a − 𝑇Ï )

where, 𝑇a , is the temperature of the body at any time 𝑡, 𝑇Ï , is the temperature of the
medium and (𝑇a − 𝑇Ï ) is the difference in temperature.
Going back to the above equation,
'ÌÍ
'*
= 𝑘(𝑇a − 𝑇Ï )

By separation of variables, we have,


'ÌÍ
(ÌÍ QÌÐ )
= 𝑘𝑑𝑡

Integrating both sides of the equation, we have,


ln(𝑇a − 𝑇Ï ) = 𝑘𝑡 + 𝑐
(𝑇a − 𝑇Ï ) = 𝑒 º*kW
𝑇a = 𝑐𝑒 º* + 𝑇Ï
Since 𝑐 is the constant to be determined, use the initial condition 𝑡 = 0, 𝑇a =
𝑇a‚ and 𝑇Ï = 𝑇Ï , thus from the equation,
𝑇a = 𝑐𝑒 º* + 𝑇Ï
When 𝑡 = 0, 𝑇a = 𝑇a‚ and 𝑇Ï = 𝑇Ï ,
𝑇a‚ = 𝑐𝑒 ‚ + 𝑇Ï
𝑐 = 𝑇a‚ − 𝑇Ï
Therefore,
𝑻𝒃 = (𝑻𝒃𝟎 − 𝑻𝒎 )𝒆𝒌𝒕 + 𝑻𝒎
The temperature of a body at any time 𝑡 is 𝑇a = (𝑇a‚ − 𝑇Ï )𝑒 º* + 𝑇Ï .
Example(a).
A thermometer reading 50‚ 𝐶 is taken out where the temperature is 30‚ 𝐶. After
5 minutes, the reading drops to 35‚ 𝐶. Find the thermometer reading 7 minutes after
the thermometer was brought outside. Find the time it would take to drop the
thermometer reading equal to 40‚ 𝐶.
Solution:
Initially, 𝑇a‚ = 50‚ 𝐶 and 𝑇Ï = 30‚ 𝐶 and after 5 minutes,
𝑇a = 35‚ 𝐶. Find 𝑘.
From the formula,
𝑇a = (𝑇a‚ − 𝑇Ï )𝑒 º* + 𝑇Ï
35 = (50 − 30)𝑒 º(A) + 30
V V
𝑘 = A ln :y;

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CHAPTER 8 APPLICATIONS:
EXPONENTIAL GROWTH AND DECAY PROBLEMS

The temperature of the body at any time 𝑡 is,


} }
𝑇a = 20𝑒 Š{ gZ:‰;‹* + 30
After 7 minutes,
} }
𝑇a = 20𝑒 Š{ gZ:‰;‹(¶) + 30
𝑇a = 32.87‚ 𝐶
The thermometer reads 40‚ 𝐶 after,
} }
40 = 20𝑒 Š{ gZ:‰;‹* + 30
𝑡 = 2.5 minutes
Example(b).
Cookies at 190‚ 𝐶 is removed from the oven and placed in a room where the
temperature is 25‚ 𝐶. Two minutes later, the temperature of the cookies are 90‚ 𝐶. How
long will you wait for the cookies to cool down to a eating temperature of 30‚ 𝐶?
Solution:
Initially, 𝑇a‚ = 190‚ 𝐶 and 𝑇Ï = 25‚ 𝐶 and after 2 minutes, 𝑇a = 90‚ 𝐶.
Find 𝑘.
From the formula,
𝑇a = (𝑇a‚ − 𝑇Ï )𝑒 º* + 𝑇Ï
90 = (190 − 25)𝑒 º(-) + 25
V V<
𝑘 = - ln :<<;

The temperature of the body at any time 𝑡 is,


} }4
𝑇a = 165𝑒 Š( gZ:44;‹* + 25
When 𝑇a = 30‚ 𝐶, 𝑡 will be,
} }4
30 = 165𝑒 Š( gZ:44;‹* + 25
𝑡 = 7.5 minutes
Example(c).
A metal bar is immerse in a large body of boiling water. If the bar heats from
20‚ 𝐶 to 85‚ 𝐶 in 15 seconds, what is its temperature after 22 seconds? How long will
it take the metal bar to reach the temperature of 50‚ 𝐶?
Solution:
Initially, 𝑇a‚ = 20‚ 𝐶 and 𝑇Ï = 100‚ 𝐶(since the water is boiling) and
after 15 seconds, 𝑇a = 85‚ 𝐶. Find 𝑘.
From the formula,
𝑇a = (𝑇a‚ − 𝑇Ï )𝑒 º* + 𝑇Ï
85 = (20 − 100)𝑒 º(VA) + 100
V <
𝑘= ln : ;
VA Vµ

73
Author: Harold Jan R. Terano, ECE, ME
CHAPTER 8 APPLICATIONS:
EXPONENTIAL GROWTH AND DECAY PROBLEMS

The temperature of the body at any time 𝑡 is,


} 4
𝑇a = −80𝑒 Š}{ gZ:}Õ;‹* + 100
When 𝑡 = 22 seconds, 𝑇a will be,
} 4
𝑇a = −80𝑒 Š}{ gZ:}Õ;‹(--) + 100
𝑇a = 93.13‚ 𝐶
When 𝑇a = 50‚ 𝐶, 𝑡 will be,
} 4
50 = −80𝑒 Š}{ gZ:}Õ;‹* + 100
𝑡 = 4.21 seconds

Chapter Exercise
Solve the following problems.
1. The population of a community will be treble by the year 2009. If the population in
the year 1998 initially has 2,025, find the year when the population will be doubled.
What is the population in the year 2012?
Ans: 2005; 8,198

2. In 8: 00 AM, the population of a bacteria is 1000. At 10: 30 AM, the number of


bacteria triples. At what time will the population become 100 times the initial population
of bacteria? What will be the population at 2:00 PM?
Ans: 6:29 PM; 13,967

3. If the present population of a certain country is 40 million and in 10 years, the


population is 50 million, what will be its population 20 years from now?
Ans: 62.5 million

4. A radioactive substance plutonium-239 has a half-life of 24,100 years. Initially, there


is 30mg of the substance, find how much will remain for the first 1000 years. How long
for the substance to decay 90% of its initial mass?
Ans: 29.15 mg; 80,058.47 years

5. A thermometer reading of 500C was plunged into a tub of frozen water. If the
thermometer reads 300 after 5 seconds, what will be the reading after 10 seconds? How
long will it take for the thermometer reading to drop to 200C?
Ans: 180C; 8.97 seconds

6. The Bureau of Census record in 1975 shows that the population in the country
doubles compared to that of 1955. In what year will the population quadruple?
Ans: 1995

7. A body of unknown temperature is placed in a refrigerator at a constant temperature


of 00F. If after 20 minutes, the temperature of the body is 400F and after 40 minutes, the
temperature of the body is 200F, find the initial temperature of the body.
Ans: 800F

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Author: Harold Jan R. Terano, ECE, ME
CHAPTER 8 APPLICATIONS:
EXPONENTIAL GROWTH AND DECAY PROBLEMS

8. The man puts a total amount of 𝑃ℎ𝑝 30,000.00 to an account. For the first three
years, the bank pays 4% compounded continuously and for the succeeding 7 years,
the bank pays 5.5%, compounded continuously. How much will he have for the first 10
years?
Ans: Php 49,709.57

9. Initially, there are 30 grams of Astatine, a highly radioactive element made in


nuclear reactors. The half-life of the element is 8 hours. Find the amount of substance
remains for the first 5 hours. How long will it take for the 99.9% of its mass to decay?
Ans: 19.45 g; 79.73 hours
10. A certain substance was placed inside a room where the temperature is 170C. It is
observed that after 30 seconds, the temperature of the substance drops to 270C and
after 1 minute, the temperature drops to 200C. What is the initial temperature of the
body?
Ans: 50.330C

11. Many scientists believe that large asteroid struck the earth that kill off dinosaurs.
Fragment of asteroid had found out and contain 97.7% of its original uranium-238. How
old is the fragment of the asteroid? The half-life of uranium-238 is 4.5 billion years.
Ans: 151.06 million years

12. A thermometer reading of 350C is plunged into a tub of boiling water. If the
thermometer reads 450C after 6 seconds, what will it read after 10 seconds?
Ans: 50.80C

13. Consider a woman puts 𝑃ℎ𝑝 20,000.00 in an account. After 3 years, she has a
total amount of 𝑃ℎ𝑝 36,000.00. How long will it take to have 𝑃ℎ𝑝 50,000?
Ans: 4.68 years

14. A certain artifact was found in 2010 to contain presently 90% of its original carbon-
14? In what year do the artifact existed? The half-life of carbon-14 is approximate 5,740
years.
Ans: 1137

15. A steel bar initially 1200C is immersed into a body of water where the temperature is
50C. After 10 seconds, the temperature of the bar drops to 700C. How long will it take for
the bar to reach the temperature of 250C? What will be the temperature of the bar after
1 minute?
Ans: 30.66min.; 8.750C

75
Author: Harold Jan R. Terano, ECE, ME
CHAPTER 8 APPLICATIONS:
EXPONENTIAL GROWTH AND DECAY PROBLEMS

76
Author: Harold Jan R. Terano, ECE, ME
CHAPTER 9 APPLICATIONS:
PHYSICAL AND GEOMETRICAL PROBLEMS

APPLICATIONS:
Chapter PHYSICAL AND
9 GEOMETRICAL
PROBLEMS
Outline:
9.1 Mechanics Problems
9.2 Flow Problems
9.3 Electrical Circuits
9.4 Velocity of Escape
9.5 Equation of Rectangular Curves
9.6 Isogonal Trajectories
9.7 Orthogonal Trajectories
JOHANN BERNOULLI (August 6, 1667 – January 1, 1748; also
known as Jean or John) was a Swiss mathematician and was one of the
many prominent mathematicians in the Bernoulli family. He is known for
his contributions to infinitesimal calculus and educated Leonhard Euler in
his youth.
Bernoulli was hired by Guillaume de L'Hôpital for tutoring in
mathematics. Bernoulli and L'Hôpital signed a contract which gave
l'Hôpital the right to use Bernoulli’s discoveries as he pleased. L'Hôpital
authored the first textbook on infinitesimal calculus, Analyse des
Infiniment Petits pour l'Intelligence des Lignes Courbes in 1696, which
mainly consisted of the work of Bernoulli, including what is now known as
L'Hôpital's rule.
In 1698, John Bernoulli solved the problem of determining the
orthogonal trajectories of a one-parameter family of curves - finding a
curve which cuts all the curves of a family of curves at right angles. With
this solution was laid to rest the problem of oblique trajectories as well.

Overview:
This chapter deals with the second part of the applications of the first-order
differential equations which include problems on physical and geometrical applications.
Problems on physics, mechanics, electricity and geometry will be covered in this
chapter.

Objectives:
Upon completion of this chapter, the students will be able to:
1. Determine physical and geometrical applications of ordinary
differential equations.
2. Solve problems on mechanics and fluids applications.
3. Solve problems on electrical networks and velocity of escape.
4. Solve problems on geometrical applications.

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CHAPTER 9 APPLICATIONS:
PHYSICAL AND GEOMETRICAL PROBLEMS

9.1 Mechanics Problems


For a vertically falling body with a mass of 𝑚 that is acted only by the gravity 𝑔
and an air resistance which is proportional to the velocity of the falling body.
The Newton’s Second Law of Motion is
𝐹 = 𝑚𝑎

𝐹 = 𝑚 '*

Consider the figure,


𝒌𝒗

𝒎𝒈

From the figure,


𝐹 = 𝑚𝑔 − 𝑘𝑣

Since 𝐹 = 𝑚 '* , thus,

𝑚𝑔 − 𝑘𝑣 = 𝑚 '*

Then,
'ˆ º
'*
+Ï𝑣 = 𝑔

Solving the differential equation, we have,


'ˆ º
=𝑔− 𝑣
'* Ï

× = 𝑑𝑡
:nQ ˆ;
Ð

Integrating both sides of the equation,



∫ × = ∫ 𝑑𝑡
:nQ ˆ;
Ð
Ï º
− º ln :𝑔 − Ï 𝑣; = 𝑡 + 𝑐
º º
ln :𝑔 − Ï 𝑣; = − Ï 𝑡 + 𝑐
×
º
𝑔 − Ï 𝑣 = 𝑐𝑒 QÐ*
×
Ïn
𝑣= º
− 𝑐𝑒 QÐ*

For a free-falling body, the initial velocity is zero, thus, at 𝑡 = 0, 𝑣 = 0,


Ïn
0= º
− 𝑐𝑒 ‚
Ïn
𝑐= º

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CHAPTER 9 APPLICATIONS:
PHYSICAL AND GEOMETRICAL PROBLEMS

Therefore,
×
Ïn Ïn
𝑣= º
− º
𝑒 Q Ð*
𝒌
𝒎𝒈
𝒗= 𝒌
Ž𝟏 − 𝒆Q𝒎𝒕 •

is the velocity at any time 𝑡.


The above equations are only valid for an air resistance that is proportional to the
velocity and an initial velocity (for a free-falling body) that is equal to zero.
For a falling body given an initial velocity, then, at 𝑡 = 0, 𝑣 = 𝑣‚ , thus,
×
Ïn
𝑣‚ = º
− 𝑐𝑒 QÐ*
Ïn
𝑐= º
− 𝑣‚

Therefore, the velocity of the body at any time 𝑡 given an initial velocity 𝑣‚ is,
×
Ïn Ïn
𝑣= º
−: º
− 𝑣‚ ; 𝑒 QÐ*
𝒌
𝒎𝒈 𝒎𝒈Q𝒌𝒗𝟎
𝒗= 𝒌
−: 𝒌
; 𝒆Q 𝒎 𝒕

When 𝑘 > 0, the limiting velocity 𝑣Ú is,


𝒎𝒈
𝒗𝑳 = 𝐥𝐢𝐦 𝒗 = 𝒌
𝒕→∞

Example(a).
A certain object with a mass 𝑚 is dropped with zero initial velocity. Assuming no
air resistance, what is the expression of the velocity of the body at any time 𝑡. Find the
expression of the vertical distance traveled 𝑠 at any time 𝑡?
Solution:
'ˆ º
Since '* = 𝑔 − Ï 𝑣 and 𝑘 = 0, thus,

'*
=𝑔

Solving the differential equation,


𝑣 = 𝑔𝑡 + 𝑐
At 𝑡 = 0, 𝑣 = 0, thus, 𝑐 = 0, thus the velocity of the body at any time 𝑡
is,
𝑣 = 𝑔𝑡
'R
Since 𝑣 = '* , thus, the expression of the height ℎ at any time 𝑡 is,
'R
= 𝑔𝑡
'*
∫ 𝑑𝑠 = 𝑔 ∫ 𝑡 𝑑𝑡
*(
𝑠 = 𝑔:-; + 𝑐
V
𝑠 = - 𝑔𝑡 - + 𝑐

At 𝑡 = 0, 𝑠 = 0, thus, 𝑐 = 0, therefore,
V
𝑠 = - 𝑔𝑡 -

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CHAPTER 9 APPLICATIONS:
PHYSICAL AND GEOMETRICAL PROBLEMS

Notice that the above derived expressions are the equations for free-
falling bodies.

Example(b).
An object has a mass of 4 kg is dropped from a building 20 meters with no
V
velocity. As it falls, the object encounters air resistance that is equal to - 𝑣. What is the
velocity at any time 𝑡 ? What is the velocity after 2 seconds?
Solution:
V V
The given are 𝑚 = 4 kg, ℎ = 20 meters and 𝑘𝑣 = - 𝑣, thus, 𝑘 = -,
therefore, the velocity at any time 𝑡 is,
×
Ïn
𝑣= º
Ž1 − 𝑒 QÐ* •
}
(y)(¿.·V) Q(*
𝑣= } à1 − 𝑒 ‰ á
(
}
𝑣 = 78.48 :1 − 𝑒 Qâ* ;

After 𝑡 = 2 seconds,
}
𝑣 = 78.48 :1 − 𝑒 Qâ(-) ;

𝑣 = 17.36 m/s
Example(c).
A metal ball weighing 8 pounds is dropped from the top of a 1,000 ft building
V
with no velocity. As it falls, the object encounters air resistance that is equal to y 𝑣.
What is the velocity at any time 𝑡 ? What is the limiting velocity? What is the time
required for the ball to reach the ground?
Solution:
V V
The given are 𝑤 = 8 lb, ℎ = 1,000 ft and 𝑘𝑣 = y 𝑣, thus, 𝑘 = y and
V
the mass is 𝑤 = 𝑚𝑔 @8 = 𝑚(32)B, 𝑚 = y slugs, therefore, the velocity at any
time 𝑡 is,
×
Ïn
𝑣= º
Ž1 − 𝑒 QÐ* •
}
}
(<-) Q ‰} *
𝑣= ‰
} ã1 − 𝑒 ‰ ä

𝑣 = 32(1 − 𝑒 Q* )
For the limiting velocity,
Ïn
𝑣Ú = lim 𝑣 = º
*→∞
}
(<-)
𝑣Ú = ‰
} = 32 m/s

For the time required to reach the ground, find for an expression that
'R
represents the distance as a function of time, since 𝑣 = '* , thus,
𝑣 = 32(1 − 𝑒 Q* )

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CHAPTER 9 APPLICATIONS:
PHYSICAL AND GEOMETRICAL PROBLEMS

'R
'*
= 32 − 32𝑒 Q*

Solving the differential equation, we have,


𝑑𝑠 = 32𝑑𝑡 − 32𝑒 Q* 𝑑𝑡
∫ 𝑑𝑠 = 32 ∫ 𝑑𝑡 − 32 ∫ 𝑒 Q* 𝑑𝑡
𝑠 = 32𝑡 + 32𝑒 Q* + 𝑐
At 𝑡 = 0, 𝑠 = 0, thus,
𝑠 = 32𝑡 + 32𝑒 Q* + 𝑐
0 = 32 + 𝑐
𝑐 = −32
Therefore,
𝑠 = 32𝑡 + 32𝑒 Q* − 32
𝑠 = 32(𝑡 + 𝑒 Q* − 1)
For the time required to reach the ground, 𝑠 = 1,000 ft, thus,
1,000 = 32(𝑡 + 𝑒 Q* − 1)
To solve for 𝑡, use approximation method to solve the equation, thus,
𝑡 = 32.25 seconds
Example(d).
A metal ball weighing 32 pounds is dropped from an altitude of 1,500 ft with an
initial velocity of 15 ft/sec. As it falls, the object encounters air resistance that is equal to
V
-
𝑣. What is the velocity at any time 𝑡 ? What is the velocity at the end of 5 seconds?
What is the limiting velocity?
Solution:
V V
The given are 𝑤 = 32 lb, ℎ = 1,500 ft and 𝑘𝑣 = - 𝑣, thus, 𝑘 = - and
the mass is 𝑤 = 𝑚𝑔 @32 = 𝑚(32)B, 𝑚 = 1 slug. The initial velocity is 15 ft/sec,
therefore, the velocity at any time 𝑡 is,
×
Ïn ÏnQºˆÀ
𝑣= º
−: º
; 𝑒 Q Ð*
}
}
(V)(<-) (V)(<-)Q: ;(VA) ( *
Q (})
(
𝑣= } −• } ‘𝑒
( (
}
𝑣 = 64 − 49𝑒 Q(*
At the end of 5 seconds, the velocity is,
𝑣 = 59.98 m/s
The limiting velocity is,
𝑣Ú = 64 m/s

81
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CHAPTER 9 APPLICATIONS:
PHYSICAL AND GEOMETRICAL PROBLEMS

9.2 Flow Problems


Consider the figure,
𝒅𝑸
Ž •
𝒅𝒕 𝒊𝒏
𝒃 (lb/gal
or kg/liter)
𝒆 (gal/min
or liters/min)

𝒅𝑸 𝑽𝒐 (gal or liters)
Ž •
𝒅𝒕 𝒐𝒖𝒕
𝒂 (lb or kg)

𝒇 (gal/min
or liters/min)

The tank initially contains 𝑉‚ (gallons/gal or liters) of brine that contains 𝑎


(pounds/lb or kg) of salt. Another brine solution contains 𝑏 (lb/gal or kg/liter of salt) is
poured into the tank at a rate of 𝑒 (gal/min or liters/min). The well-stirred solution
leaves the tank at a rate of 𝑓 (gal/min or liters/min). The problem is to find the amount
of salt 𝑄 at any given time 𝑡.
For 𝑄, the amount of salt at any given time in pounds or kg, the time rate of
'ç 'ç
change of the amount '* is equal to the rate at which the salt enters the tank : '* ;
è€

minus the rate at which the salt leaves the tank : '* ; , thus,
éê*
'ç 'ç 'ç
'*
= : '* ; − : '* ;
è€ éê*

For the rate of the salt enters : '* ; , that is 𝑏𝑒 (lb/min or kg/min) and the rate
è€
of the salt that leaves, that is the initial volume 𝑉‚ plus the volume of the brine added
𝑒𝑡 minus the volume of the brine removed 𝑓𝑡, thus the volume of the brine at any time
𝑡 is,
𝑉 = 𝑉‚ + 𝑒𝑡 − 𝑓𝑡
ç ç
The concentration of the salt in the tank at any time 𝑡 is ë
= ë kt*Q8*, thus, the
À
salt leaves the tank at a rate of,
'ç ç
: '* ; = 𝑓 :ë kt*Q8*;
éê* À

Therefore,
'ç ç
'*
= 𝑏𝑒 − 𝑓 :ë kt*Q8*;
À

'ç 8
'*
+ ë kt*Q8* 𝑄 = 𝑏𝑒
À

'ç 8
'*
+ ë k(tQ8)* 𝑄 = 𝑏𝑒
À

82
Author: Harold Jan R. Terano, ECE, M
CHAPTER 9 APPLICATIONS:
PHYSICAL AND GEOMETRICAL PROBLEMS

Example(a)
A tank initially contains 50 gal of brine solution with 10 lb of salt. At 𝑡 = 0,
another brine solution containing 2 lb of salt per gallon is poured into the tank at the rate
of 5 gal/min, while the well-stirred mixture leaves the tank at the same rate. What is the
amount of salt in the tank at any time 𝑡. What is the amount of salt at the end of 5
minutes?
Solution:
From the problem, 𝑉‚ = 50 gal, 𝑎 = 10 lb, 𝑏 = 2 lb/gal and 𝑒=
𝑓 = 5 gal/min, thus,
'ç 8
'*
+ ë k(tQ8)* 𝑄 = 𝑏𝑒
À

'ç A
'*
+ A‚k(AQA)* 𝑄 = 2(5)
'ç V
'*
+ V‚ 𝑄 = 10

The equation is linear, therefore,


V
𝑃(𝑡) = V‚ and 𝑄(𝑡) = 10
} }
𝐼. 𝐹. = 𝑒 }À ∫ '* = 𝑒 }À*
The solution is,
} }
𝑄𝑒 }À* = 10 ∫ 𝑒 }À* 𝑑𝑡 + 𝑐
} }
𝑄𝑒 }À* = 10(10)𝑒 }À* + 𝑐
}
𝑄 = 100 + 𝑐𝑒 Q}À*
At 𝑡 = 0, 𝑄 = 10 lb,
}
10 = 100 + 𝑐𝑒 Q}À(‚)
𝑐 = −90
Thus, the amount of salt at any time 𝑡 is,
}
𝑄 = 100 − 90𝑒 Q}À*
At the end of 5 minutes, the amount of salt is,
}
𝑄 = 100 − 90𝑒 Q}À(A)
𝑄 = 45.41 lb
Example(b)
A tank initially contains 50 liters of fresh water. Brine solution containing 3 kg of
salt per liter is being poured into the tank at a rate of 5 liters/minute and the well-stirred
solution leaves the tank at the rate of 2 liters/minute. What is the amount of salt in the
tank at any time 𝑡? What is the amount of salt at the end of 20 minutes?
Solution:
From the problem, 𝑉‚ = 50 liters, 𝑎 = 0 kg, 𝑏 = 3 kg/liter, 𝑒 = 5
liters/min and 𝑓 = 2 gal/min, thus,
'ç 8
'*
+ ë k(tQ8)* 𝑄 = 𝑏𝑒
À

'ç -
'*
+ A‚k(AQ-)* 𝑄 = 3(5)

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Author: Harold Jan R. Terano, ECE, M
CHAPTER 9 APPLICATIONS:
PHYSICAL AND GEOMETRICAL PROBLEMS

'ç -
'*
+ A‚k<* 𝑄 = 15

The equation is linear, therefore,


-
𝑃(𝑡) = A‚k<* and 𝑄(𝑡) = 15
óô (
𝐼. 𝐹. = 𝑒 - ∫{À•4ô = 𝑒 4 gZ(A‚k<*)
( (
𝐼. 𝐹. = 𝑒 gZ(A‚k<*)4 = (50 + 3𝑡)4
The solution is,
( (
𝑄(50 + 3𝑡)4 = 15 ∫(50 + 3𝑡)4 𝑑𝑡 + 𝑐
( {
V <
𝑄(50 + 3𝑡)4 = 15 :<; :A; (50 + 3𝑡)4 + 𝑐
(
𝑄 = 3(50 + 3𝑡) + 𝑐(50 + 3𝑡)Q4
At 𝑡 = 0, 𝑄 = 0 lb,
(
𝑄 = 3(50 + 3𝑡) + 𝑐(50 + 3𝑡)Q4
(
𝑐 = −150(50)4
Thus,
( (
𝑄 = 3(50 + 3𝑡) − 150(50)4 (50 + 3𝑡)Q4
At the end of 20 minutes, the amount of salt is,
𝑄 = 241.32 kg
Example(c)
A tank initially contains 150 gal of brine solution with 20 lb of salt. At 𝑡 = 0,
another brine solution containing 5 lb of salt per gallon is poured into the tank at the rate
of 8 gal/min, while the well-stirred mixture leaves the tank at the rate of 5 gal/min. What
is the amount of salt in the tank at any time 𝑡. What is the amount of salt at the end of
10 minutes? How long will it take to for the solution in the tank to contains 200 lb of salt?
Solution:
From the problem, 𝑉‚ = 150 gal, 𝑎 = 20 lb, 𝑏 = 5 lb/gal, 𝑒 = 8
gal/min and 𝑓 = 5 gal/min, thus,
'ç 8
'*
+ ë k(tQ8)*
𝑄 = 𝑏𝑒
À

'ç A
'*
+ VA‚k(·QA)* 𝑄 = 5(8)
'ç A
'*
+ VA‚k<* 𝑄 = 40

The equation is linear, therefore,


A
𝑃(𝑡) = VA‚k<* and 𝑄(𝑡) = 40
óô {
𝐼. 𝐹. = 𝑒 A ∫}{À•4ô = 𝑒 4 gZ(VA‚k<*)
{ {
gZ(VA‚k<*)4
𝐼. 𝐹. = 𝑒 = (150 + 3𝑡)4

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Author: Harold Jan R. Terano, ECE, M
CHAPTER 9 APPLICATIONS:
PHYSICAL AND GEOMETRICAL PROBLEMS

The solution is,


{ {
𝑄(150 + 3𝑡)4 = 40 ∫(150 + 3𝑡)4 𝑑𝑡 + 𝑐
{ â
V <
𝑄(150 + 3𝑡)4 = 40 :<; :·; (150 + 3𝑡)4 + 𝑐
{
𝑄 = 5(150 + 3𝑡) + 𝑐(150 + 3𝑡)Q4
At 𝑡 = 0, 𝑄 = 20 lb,
{
𝑄 = 5(150 + 3𝑡) + 𝑐(150 + 3𝑡)Q4
{
𝑐 = −739(150)4
Thus,
{ {
𝑄 = 5(150 + 3𝑡) − 730(150)4 (150 + 3𝑡)Q4
At the end of 10 minutes, the amount of salt is,
𝑄 = 361.29 lb.
When 𝑄 = 200 lb, then,
{ {
200 = 5(150 + 3𝑡) − 730(150)4 (150 + 3𝑡)Q4
By approximation method,
𝑡 = 4.93 minutes

9.3 Electrical Circuits


A resistor-inductor circuit (RL circuit) is an electric circuit composed of resistor
and inductors driven by a voltage source. A first order RL circuit is composed of one
resistor and one inductor and is the simplest type of RL circuit.

E L

For the circuit above, the equation governing the 𝑅𝐿 circuit is given by,
𝒅𝑰 𝑹 𝑬
𝒅𝒕
+𝑳𝑰= 𝑳

where 𝐼 is the amount of current (in A, amperes), 𝑅 is the resistance (in Ω, ohms), 𝐿
is the inductance (in H, henries) and 𝐸 is the electromotive force (in V, volts).

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Author: Harold Jan R. Terano, ECE, M
CHAPTER 9 APPLICATIONS:
PHYSICAL AND GEOMETRICAL PROBLEMS

A resistor-capacitor circuit (RC circuit) is an electric circuit composed of resistor


and capacitors driven by a voltage source. A first order RC circuit is composed of one
resistor and one capacitor and is the simplest type of RC circuit.

E C

For an 𝑅𝐶 circuit as shown above, the equation is given by,


𝒅𝒒 𝟏 𝑬
𝒅𝒕
+ 𝑹𝑪 𝒒 = 𝑹

where 𝐶 is the capacitance (in F, farads) and 𝑞 is the charge (in C, Coulombs).
The relation between 𝑞 and 𝐼 is given by,

𝐼 = '*
Example(a)
An RL circuit has an emf of 10 volts, a resistance of 20 ohms, an inductance of 4
henries and zero initial current. Find the current in the circuit at any time 𝑡. What is the
current after 0.05 seconds?
Solution:
From the problem, 𝐸 = 10 volts, 𝑅 = 20 ohms and 𝐿 = 4 henries,
thus,
'ý Ã þ
'*
+ Ú
𝐼 = Ú
'ý -‚ V‚
'*
+ y
𝐼= y
'ý A
'*
+ 5𝐼 = -

The equation is linear, therefore,


A
𝑃(𝑡) = 5 and 𝑄(𝑡) = -

𝐼. 𝐹. = 𝑒 A ∫ '* = 𝑒 A*
The solution is,
A
𝐼𝑒 A* = - ∫ 𝑒 A* 𝑑𝑡 + 𝑐
V
𝐼𝑒 A* = - 𝑒 A* + 𝑐
V
𝐼 = - + 𝑐𝑒 QA*
At 𝑡 = 0, 𝐼 = 0,
V
0 = - + 𝑐𝑒 ‚
V
𝑐 = −-

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CHAPTER 9 APPLICATIONS:
PHYSICAL AND GEOMETRICAL PROBLEMS

Thus, the current at any time 𝑡 is,


V V
𝐼 = - − - 𝑒 QA*

At 𝑡 = 0.05 seconds, the current is,


V V
𝐼 = - − - 𝑒 QA(A)

𝐼 = 0.11 amperes
Example(b).
An RL circuit has an emf given by 4 sin 𝑡 volts, a resistance of 15 ohms, an
inductance of 1 henry and an initial current of 3 amperes. Find the current in the circuit
at any time 𝑡. What is the current at the end of 0.03 seconds?
Solution:
From the problem, 𝐸 = 4 sin 𝑡 volts, 𝑅 = 15 ohms and 𝐿 = 1 Henry
thus,
'ý Ã þ
'*
+Ú𝐼 = Ú

+ 15𝐼 = 4 sin 𝑡
'*

The equation is linear, therefore,


𝑃(𝑡) = 15 and 𝑄(𝑡) = 4 sin 𝑡
𝐼. 𝐹. = 𝑒 VA ∫ '* = 𝑒 VA*
The solution is,
𝐼𝑒 VA* = 4 ∫ 𝑒 VA* sin 𝑡 𝑑𝑡 + 𝑐
For ∫ 𝑒 VA* sin 𝑡 𝑑𝑡, use integration by parts,
let 𝑢 = 𝑒 VA* and 𝑑𝑣 = sin 𝑡 𝑑𝑡
Thus,
𝑑𝑢 = 15𝑒 VA* 𝑑𝑡 and 𝑣 = −cos 𝑡
∫ 𝑒 VA* sin 𝑡 𝑑𝑡 = −𝑒 VA* cos 𝑡 + 15 ∫ 𝑒 VA* cos 𝑡 𝑑𝑡
For ∫ 𝑒 VA* cos 𝑡 𝑑𝑡, let 𝑢 = 𝑒 VA* and 𝑑𝑣 = cos 𝑡 𝑑𝑡, thus, 𝑑𝑢 = 15𝑒 VA* 𝑑𝑡
and 𝑣 = sin 𝑡, therefore,
∫ 𝑒 VA* cos 𝑡 𝑑𝑡 = 𝑒 VA* sin 𝑡 − 15 ∫ 𝑒 VA* sin 𝑡 𝑑𝑡
And,
∫ 𝑒 VA* sin 𝑡 𝑑𝑡 = [−𝑒 VA* cos 𝑡 + 15(𝑒 VA* sin 𝑡 − 15 ∫ 𝑒 VA* sin 𝑡 𝑑𝑡)]
∫ 𝑒 VA* sin 𝑡 𝑑𝑡 = −𝑒 VA* cos 𝑡 + 15𝑒 VA* sin 𝑡 − 225 ∫ 𝑒 VA* sin 𝑡 𝑑𝑡
(1 + 225) ∫ 𝑒 VA* sin 𝑡 𝑑𝑡 = −𝑒 VA* cos 𝑡 + 15𝑒 VA* sin 𝑡
226 ∫ 𝑒 VA* sin 𝑡 𝑑𝑡 = −𝑒 VA* cos 𝑡 + 15𝑒 VA* sin 𝑡
V VA
∫ 𝑒 VA* sin 𝑡 𝑑𝑡 = − --µ 𝑒 VA* cos 𝑡 + --µ 𝑒 VA* sin 𝑡
Thus,
V VA
𝐼𝑒 VA* = 4 :− --µ 𝑒 VA* cos 𝑡 + --µ 𝑒 VA* sin 𝑡; + 𝑐

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CHAPTER 9 APPLICATIONS:
PHYSICAL AND GEOMETRICAL PROBLEMS

- <‚
𝐼𝑒 VA* = − VV< 𝑒 VA* cos 𝑡 + VV< 𝑒 VA* sin 𝑡 + 𝑐
- <‚
𝐼 = − VV< cos 𝑡 + VV< sin 𝑡 + 𝑐𝑒 QVA*
At 𝑡 = 0, 𝐼 = 3 amperes,
- <‚
3 = − VV< cos(0) + VV< sin(0) + 𝑐𝑒 QVA(‚)
<yV
𝑐 = VV<

Therefore, the current at any time 𝑡 is,


- <‚ <yV
𝐼 = − VV< cos 𝑡 + VV< sin 𝑡 + VV< 𝑒 QVA*

At 𝑡 = 0.03 seconds, the current is,


- <‚ <yV
𝐼 = − VV< cos(0.03) + VV< sin(0.03) + VV< 𝑒 QVA(‚.‚<)

𝐼 = 1.91 amperes
Example(c).
An RC circuit has an emf given by 300 cos 2𝑡 volts, a resistance of 150 ohms and
a capacitance of 10 microfarad. Initially, the charge of the capacitor is zero. Find the
current in the circuit at any time 𝑡.
Solution:
From the problem, 𝐸 = 300 cos 2𝑡 volts, 𝑅 = 150 ohms and
𝐶 = 10 × 10Qµ farad, thus,
'ü V þ
'*
+ Ã! 𝑞 = Ã
'ü V <‚‚ efX -*
'*
+ (VA‚)(V‚×V‚vÕ ) 𝑞 = VA‚
'ü -‚‚‚
'*
+ <
𝑞 = 2 cos 2𝑡

The equation is linear, thus,


-‚‚‚
𝑃(𝑡) = <
and 𝑄(𝑡) = 2 cos 2𝑡
(ÀÀÀ (ÀÀÀ
∫ '* *
𝐼. 𝐹. = 𝑒 4 =𝑒 4

The solution is,


(ÀÀÀ (ÀÀÀ
* *
𝑞𝑒 4 = 2∫𝑒 4 cos 2𝑡 𝑑𝑡
(ÀÀÀ
*
For ∫ 𝑒 4 cos 2𝑡 𝑑𝑡, use integration by parts,
(ÀÀÀ
*
let 𝑢 = 𝑒 4 and 𝑑𝑣 = cos 2𝑡 𝑑𝑡
(ÀÀÀ
-‚‚‚ * V
𝑑𝑢 = <
𝑒 4 𝑑𝑡 and 𝑣 = - sin 2𝑡
(ÀÀÀ (ÀÀÀ (ÀÀÀ
* V * V‚‚‚ *
∫𝑒 4 cos 2𝑡 𝑑𝑡 = - 𝑒 4 sin 2𝑡 − <
∫𝑒 4 sin 2𝑡 𝑑𝑡
(ÀÀÀ (ÀÀÀ
* *
For ∫ 𝑒 4 sin 2𝑡 𝑑𝑡, let 𝑢 = 𝑒 4 and 𝑑𝑣 = sin 2𝑡 𝑑𝑡, thus
(ÀÀÀ
-‚‚‚ * V
𝑑𝑢 = <
𝑒 4 𝑑𝑡 and 𝑣 = − - cos 2𝑡

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CHAPTER 9 APPLICATIONS:
PHYSICAL AND GEOMETRICAL PROBLEMS

Therefore,
(ÀÀÀ (ÀÀÀ (ÀÀÀ
* V * V‚‚‚ *
∫𝑒 4 sin 2𝑡 𝑑𝑡 = − - 𝑒 4 cos 2𝑡 + <
∫𝑒 4 cos 2𝑡 𝑑𝑡
And,
(ÀÀÀ (ÀÀÀ (ÀÀÀ (ÀÀÀ
* V * V‚‚‚ V * V‚‚‚ *
∫𝑒 4 cos 2𝑡 𝑑𝑡 = - 𝑒 4 sin 2𝑡 − <
:− - 𝑒 4 cos 2𝑡 + <
∫𝑒 4 cos 2𝑡 𝑑𝑡;
(ÀÀÀ (ÀÀÀ (ÀÀÀ (ÀÀÀ
* V * A‚‚ * V,‚‚‚,‚‚‚ *
∫𝑒 4 cos 2𝑡 𝑑𝑡 = - 𝑒 4 sin 2𝑡 + <
𝑒 4 cos 2𝑡 − ¿
∫𝑒 4 cos 2𝑡 𝑑𝑡
(ÀÀÀ (ÀÀÀ (ÀÀÀ
V,‚‚‚,‚‚‚ * V * A‚‚ *
:1 + ¿
;∫𝑒 4 cos 2𝑡 𝑑𝑡 = - 𝑒 4 sin 2𝑡 + <
𝑒 4 cos 2𝑡
(ÀÀÀ (ÀÀÀ (ÀÀÀ
V,‚‚‚,‚‚¿ * V * A‚‚ *
¿
∫𝑒 4 cos 2𝑡 𝑑𝑡 = - 𝑒 4 sin 2𝑡 + <
𝑒 4 cos 2𝑡
(ÀÀÀ (ÀÀÀ (ÀÀÀ
* ¿ * V,A‚‚ *
∫ 𝑒 4 cos 2𝑡 𝑑𝑡 = -,‚‚‚,‚V· 𝑒 4 sin 2𝑡 + V,‚‚‚,‚‚¿ 𝑒 4 cos 2𝑡 + 𝑐
Thus,
(ÀÀÀ (ÀÀÀ
* *
𝑞𝑒 4 = 2∫𝑒 4 cos 2𝑡 𝑑𝑡
(ÀÀÀ (ÀÀÀ (ÀÀÀ
* ¿ * V,A‚‚ *
𝑞𝑒 4 = 2 :-,‚‚‚,‚V· 𝑒 4 sin 2𝑡 + V,‚‚‚,‚‚¿ 𝑒 4 cos 2𝑡; + 𝑐
(ÀÀÀ (ÀÀÀ (ÀÀÀ
* ¿ * <,‚‚‚ *
𝑞𝑒 4 = V,‚‚‚,‚‚¿ 𝑒 4 sin 2𝑡 + V,‚‚‚,‚‚¿ 𝑒 4 cos 2𝑡 + 𝑐
(ÀÀÀ
¿ <,‚‚‚
𝑞 = V,‚‚‚,‚‚¿ sin 2𝑡 + V,‚‚‚,‚‚¿ cos 2𝑡 + 𝑐𝑒 Q 4
*

At 𝑡 = 0, 𝑞 = 0,
(ÀÀÀ
¿ <,‚‚‚ (‚)
0 = V,‚‚‚,‚‚¿ sin 2(0) + V,‚‚‚,‚‚¿ cos 2(0) + 𝑐𝑒 Q 4

<,‚‚‚
𝑐 = − V,‚‚‚,‚‚¿

Then, the charge at any time 𝑡 is,


(ÀÀÀ
¿ <,‚‚‚ <,‚‚‚
𝑞 = V,‚‚‚,‚‚¿ sin 2𝑡 + V,‚‚‚,‚‚¿ cos 2𝑡 − V,‚‚‚,‚‚¿ 𝑒 Q 4
*


Since 𝐼 = '*
, then, the current at any time 𝑡 is,
(ÀÀÀ
'ü V· µ,‚‚‚ µ,‚‚‚,‚‚‚
𝐼= '*
= V,‚‚‚,‚‚¿ cos 2𝑡 − V,‚‚‚,‚‚¿ sin 2𝑡 + <,‚‚‚,‚-¶ 𝑒 Q 4
*

(ÀÀÀ

𝐼= '*
= 18 × 10Qµ cos 2𝑡 − 6 × 10Q< sin 2𝑡 + 2𝑒 Q 4
*

9.4 Velocity of Escape


Velocity of escape is the minimum velocity imparted to a certain object so that it
will never return to a specific surface of a certain heavenly body (such as the surface of
planets).
The acceleration of a body is inversely proportional to the square of the distance,
such that,
º
𝑎 = "(

where 𝑟 is the distance, 𝑎 acceleration and 𝑘 is a constant.

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Author: Harold Jan R. Terano, ECE, M
CHAPTER 9 APPLICATIONS:
PHYSICAL AND GEOMETRICAL PROBLEMS


Since 𝑎 = '*
, then,
'ˆ º
𝑎= '*
= "(

When 𝑟 = 𝑅(radius of a certain heavenly body) and 𝑎 = −𝑔(gravitational


acceleration, (−) since the gravity always acting downward.
º
−𝑔 = Ã(

𝑘 = −𝑔𝑅-
Substitute 𝑘 = 𝑎𝑟 - , thus,
𝑎𝑟 - = −𝑔𝑅-
nà (
𝑎=− "(
'ë '"
And 𝑎 = '*
and 𝑉 = '*
, then,
'ë '"
`
= ë

𝑎 = 𝑉 '"
nà (
Substitute 𝑎 = − "(
,
nà ( 'ë
− "(
= 𝑉 '"

Then, solve the differential equation,


'"
−𝑔𝑅- " ( = 𝑉𝑑𝑉
'"
−𝑔𝑅- ∫ = ∫ 𝑉𝑑𝑉
"(
V V
−𝑔𝑅- :− " ; = - 𝑉 - + 𝑐
-nà (
"
= 𝑉- + 𝑐
-nà (
𝑉- = " + 𝑐
Initially, when 𝑟 = 𝑅 (radius of the certain body), the velocity of escape is,
𝑉 - = 2𝑔𝑅 + 𝑐
At 𝑅 = 0, 𝑉 = 0, thus, 𝑐 = 0, therefore, the velocity of escape is,
𝑉 - = 2𝑔𝑅
𝑽 = z𝟐𝒈𝑹
Example(a)
Find the velocity of escape of a space shuttle as it projected from the earth’s
surface. The radius of the earth is approximately 6,400 km and the acceleration due to
gravity is 9.81 m/s2.

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Author: Harold Jan R. Terano, ECE, M
CHAPTER 9 APPLICATIONS:
PHYSICAL AND GEOMETRICAL PROBLEMS

Solution:
The radius is 𝑅 = 6,400,000 m and 𝑔 = 9.81 m/s2, thus,
𝑉 = z2𝑔𝑅

𝑉 = z2(9.81)(6,400,000)
𝑉 = 11,205.71 m/sec or 11.21 km/sec
The velocity of escape in the earth’s surface is 11.21 km/sec.
Example(b)
The radius of the moon is approximately 1,737 km and its surface gravitational
acceleration is about one-sixth than that of the earth’s gravitational acceleration, what is
moon surface velocity of escape?
Solution:
V
The radius is 𝑅 = 1,737,000 m and 𝑔 = µ (9.81) = 1.635 m/s2, thus,
𝑉 = z2(1.635)(1,737,000)
𝑉 = 2,383.27 m/sec or 2.38 km/sec.

9.5 Equation of Rectangular Curves


Given a curve 𝑦 = 𝑓(𝑥) the slope of the curve at any given point is equal to the
slope of the tangent line at that point, thus,
𝒅𝒚
𝒅𝒙
= 𝒎𝑻

For normal lines (or perpendicular lines), the slope is equal to the negative
reciprocal of the tangent line, thus,
V ')
𝑚† = − Ï or 𝑚† = − '/
#

Example(a)
Find the equation of the curve passing through the point (0,1) and having a
) ( k/
slope at any point (𝑥, 𝑦) equal to / ( Q)
.
Solution:
'/
Since 𝑚 Ì = ') , thus,
'/ ) ( k/
')
= / ( Q)

Solving the differential equation,


(𝑥 - + 𝑦)𝑑𝑥 + (−𝑦 - + 𝑥)𝑑𝑦 = 0
The equation is exact, thus,
∫(𝑥 - 𝑑𝑥 − 𝑦 - 𝑑𝑦) + ∫ 𝑦𝑑𝑥 = ∫ 0
)4 /4
<
− <
+ 𝑥𝑦 = 𝑐

𝑥 < − 𝑦 < + 3𝑥𝑦 = 𝑐


Since the curve passes at point (0,1), then,
(0)< − (1)< + 3(0)(1) = 𝑐
𝑐 = −1

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CHAPTER 9 APPLICATIONS:
PHYSICAL AND GEOMETRICAL PROBLEMS

The equation of the curve is,


𝑥 < − 𝑦 < + 3𝑥𝑦 = −1
Example(b)
Find the equation of the curve at every point that passes through the origin and
which the tangent line at any point (𝑥, 𝑦) has a slope of 3𝑥 - .
Solution:
Since the slope is 3𝑥 - , thus,
'/
')
= 3𝑥 -
Then,
∫ 𝑑𝑦 = 3 ∫ 𝑥 - 𝑑𝑥
𝑦 = 𝑥< + 𝑐
At the origin (0,0),
𝑐=0
Thus, the equation of the curve is,
𝑦 = 𝑥<

9.6 Isogonal Trajectories


Consider a family of curves
𝐹(𝑥, 𝑦, 𝑐) = 0
Another family of curves that intersects every curve of 𝐹 at a fixed angle 𝜃, is
called the isogonal trajectories and given by
𝐻(𝑥, 𝑦, 𝑘) = 0
To find for the isogonal trajectories, we know that from analytic geometry, the
angle formed between two lines is given by,
Ï QÏ(
}
𝜃 = Arctan VkÏ
} Ï(

where 𝑚V and 𝑚- are the slopes of the lines.


'/ '/
Let :') ; as the slope of 𝐻(𝑥, 𝑦, 𝑐) and :') ; as the slope of 𝐹(𝑥, 𝑦, 𝑘), then,
& '
we have,
𝒅𝒚 𝒅𝒚
: ; Q: ;
𝒅𝒙 𝑯 𝒅𝒙 𝑭
𝜽 = 𝐀𝐫𝐜𝐭𝐚𝐧 𝒅𝒚 𝒅𝒚
𝟏k: ; : ;
𝒅𝒙 𝑯 𝒅𝒙 𝑭

Example(a)
V
Find the isogonal trajectories of the family of curves 𝑥 - − 𝑦 - = 𝑐 if tan 𝜃 = -.
Solution:
𝑥- − 𝑦- = 𝑐
'/
By implicit differentiation, find ') ,

2𝑥 − 2𝑦𝑦 ′ = 0
)
𝑦′ = /

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CHAPTER 9 APPLICATIONS:
PHYSICAL AND GEOMETRICAL PROBLEMS

Thus,
'/ )
:'); = /
'

Then, from,
ór ór
: ; Q: ;
ós 0 ós 1
𝜃 = Arctan ór ór
Vk: ; : ;
ós 0 ós 1

ór ór
: ; Q: ;
ós 0 ós 1
tan 𝜃 = ór ór
Vk: ; : ;
ós 0 ós 1

V '/ )
Substitute tan 𝜃 = - and :') ; = /, therefore,
'
ór s
V Q
ós r
-
= ór s
Vk : ;
ós r

V ) '/ '/ )
-
+ -/ :') ; = ') − /
) '/ ) V
:-/ − 1; :') ; = − / − -
)Q-/ '/ Q-)Q/
: -/
; :') ; = -/
'/ -)k/
')
= − )Q-/

Then, solve the differential equation,


(2𝑥 + 𝑦)𝑑𝑥 + (𝑥 − 2𝑦)𝑑𝑦 = 0
The equation is exact, thus, the isogonal trajectories is,
∫(2𝑥𝑑𝑥 − 2𝑦𝑑𝑦) + ∫ 𝑦 𝑑𝑥 = ∫ 0
𝑥 - − 𝑦 - + 𝑥𝑦 = 𝑘

9.7 Orthogonal Trajectories


Consider a family of curves
𝐹(𝑥, 𝑦, 𝑐) = 0
Another family of curves that intersects at right angles the original curves are
called the orthogonal trajectories and given by
𝐻(𝑥, 𝑦, 𝑘) = 0
Since 𝐹(𝑥, 𝑦, 𝑐) = 0 intersects 𝐻(𝑥, 𝑦, 𝑘) = 0 at 90‚ , thus, we will use the
relation of the slopes of two perpendicular lines, thus,
𝟏 𝒅𝒚 𝟏
𝒎𝑯 = − 𝒎 or :𝒅𝒙; = − 𝒅𝒚
𝑭 𝑯 : ;
𝒅𝒙 𝑭

Therefore, the solution of the differential equation is the equations of the


orthogonal trajectories.

93
Author: Harold Jan R. Terano, ECE, M
CHAPTER 9 APPLICATIONS:
PHYSICAL AND GEOMETRICAL PROBLEMS

Example(a).
Find the orthogonal trajectories of the family of curves 𝑦 = 𝑐𝑥 - .
Solution:
𝑦 = 𝑐𝑥 -
First is to isolate 𝑐, thus
/
𝑐 = )(
'/
Then, by implicit differentiation, find ')
,
) ( / ′ Q/(-))
0= () ( )(
'/ -/
𝑦 ′ = ') = )
'/ V
Since the orthogonal trajectories is the solution to :') ; = − ór , thus,
& : ;
ós 1
'/ V
')
= − (r
s

'/ )
')
= − -/

Solving the equation,


2𝑦𝑑𝑦 = −𝑥𝑑𝑥
2 ∫ 𝑦𝑑𝑦 = − ∫ 𝑥𝑑𝑥
)(
𝑦- = − -
+𝑘

2𝑦 - + 𝑥 - = 𝑘
Example(b).
Find the orthogonal trajectories of the family of curves 𝑥 - − 𝑦 - = 𝑐.
Solution:
𝑥- − 𝑦- = 𝑐
By implicit differentiation, find 𝑦′,
2𝑥 − 2𝑦𝑦 ′ = 0
'/ )
𝑦 ′ = ') = /
'/ V
Since the orthogonal trajectories is the solution to :') ; = − ór , thus,
& : ;
ós 1
'/ V
')
=−s
r

'/ /
')
= −)

Solving the equations,


'/ ')
/
=− )
'/ ')
∫ /
= −∫ )

ln 𝑦 = − ln 𝑥 + ln 𝑘

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Author: Harold Jan R. Terano, ECE, M
CHAPTER 9 APPLICATIONS:
PHYSICAL AND GEOMETRICAL PROBLEMS

º
ln 𝑦 = ln :) ;
º
𝑦=)

𝑥𝑦 = 𝑘

Chapter Exercise
Solve the following problems.
1. An object has a mass of 2 kg is dropped from the top of a building 30 meters tall.
The initial velocity is zero. As it falls, the object encounters air resistance that is equal to
V
<
𝑣. What is the velocity and altitude of the object after 1.5 seconds?
Ans: 13.02m/s; 19.83 m

2. A tank initially contains 50 gal of fresh water. At 𝑡 = 0, brine solution containing 2 lb


of salt per gallon is poured into the tank at the rate of 12 gal/min, while the well-stirred
mixture leaves the tank at the rate of 8 gal/min. What is the amount of salt at the end of
5 minutes? How long will it take to obtain an amount of 50 lb?
Ans: 88.98lb; 2.47 min

3. Given an RC series circuit that has an emf source of 50 volts, a resistance of 20 kilo-
ohms, a capacitance of 6 microfarad and the initial charge of the capacitor is 1 micro
coulomb. What is the charge in the capacitor at the end of 0.01 second? What is the
current in the circuit at the end of 0.05 seconds?
Ans: 24.91µC; 1.64mA

4. Initially a tank holds 100 gal of a brine solution containing 20 lb of salt. At t = 0, fresh
water is poured into the tank at the rate of 5 gal/min, while the well-stirred mixture
leaves the tank at the rate of 3 gal/min. What is the amount of salt in the tank after 1
hour? How long will it take for the tank to contain 10 lb of salt?
Ans: 6.12 lb; 29.37 min.

5. The radius of the planet Mars is approximately 3,396 km and has a gravitational
acceleration equal to three-eighths times than that of the earth. What is the velocity of
escape?
Ans: 5 km/s

6. An object weighing 16 pounds is dropped from the top of a 1,000 ft building with an
initial velocity of 10 ft/sec. As it falls, the object encounters air resistance that is equal to
V
y
𝑣. What is the velocity of the object at the end of 5 seconds? What is the limiting
velocity?
Ans: 59.57 ft/s; 64 ft/s

7. A certain planet has an average surface area that is 2.5% larger than the earth and a
gravitational acceleration that is one-fifth times than that of the earth’s gravitational
acceleration. What is the velocity of escape on that planet?
Ans: 5.04 km/s

95
Author: Harold Jan R. Terano, ECE, M
CHAPTER 9 APPLICATIONS:
PHYSICAL AND GEOMETRICAL PROBLEMS

8 Find the equation of the curve at every point that passes through the point (0, −1)
V
and which the normal line at any point (𝑥, 𝑦) has a slope of − -()kV).
Ans: 𝑦 = 𝑥 - + 2𝑥 − 1

9. Given the family of curves 𝑥 - + 𝑦 - = 𝑐𝑥, find the family of curves of the orthogonal
trajectories.
Ans: 𝑥 - + 𝑦 - = 𝑘𝑦

10. An RL circuit has an emf of 24𝑡 volts, a resistance of 10 k-ohms, an inductance of


5H with an initial current of 1 mA. What is the current after 0.05 seconds?
Ans: 118.8 µA

11. Initially a tank holds 75 gal of a brine solution containing 12 lb of salt. At t = 0, fresh
water is poured into the tank at the rate of 3 gal/min, while the well-stirred mixture
leaves the tank at the rate of 2 gal/min. What is the amount of salt in the tank after 1
hour?
Ans: 3.70 lb

12. Given an RC series circuit that has an emf source of 100 volts, a resistance of 30
kilo-ohms, a capacitance of 5 microfarad and the initial charge of the capacitor is 1
coulomb. What is the current in the circuit at the end of 0.03 seconds?
Ans: -5.455 A

13. Consider that an object weighing 50 lb is dropped from a height of 1,000 ft with zero
initial velocity. Assume that the air resistance is proportional to the velocity of the body.
If the limiting velocity is known to be 200 ft/sec, find the time it would take for the object
to reach the ground?
Ans: 9.985 sec.

14. A certain planet has an average surface area that is 2.25% larger than the earth and
a gravitational acceleration that is three-fifth times than that of the earth’s gravitational
acceleration. What is the velocity of escape on that planet?
Ans: 8,728.33 m/s

15. Find the isogonal trajectories of the family of curves 𝑥 - + 𝑦 - = 𝑐 if 𝜃 = 45‚ .


/
Ans: ln(𝑥 - + 𝑦 - ) + 2 Arctan :) ; = 𝑘

96
Author: Harold Jan R. Terano, ECE, M
CHAPTER 10 LINEAR DIFFERENTIAL EQUATIONS OF
HIGHER ORDER

LINEAR
Chapter DIFFERENTIAL
10 EQUATIONS OF
HIGHER ORDER
Outline:
10.1 Linear Differential Equations of Higher Order
10.2 Linearly Independent Solutions
10.3 The Wronskian
10.4 The Differential Operator 𝑫
10.5 Linear Differential Equations in Operator Form

OLIVER HEAVISIDE (May 18, 1850 – February 3, 1925) was an


English electrical engineer, mathematician and physicist who made use
complex numbers to the study of electrical circuits, invented mathematical
techniques to the solution of differential equations, reformulated Maxwell’s
field equations in terms of electric and magnetic forces and energy flux
and independently work on vector analysis.
Between 1880 and 1887, he developed the operational callculus
(involving the D notation for the differential operator which he is credited
with creating), a method of solving differential equations by transforming
them into ordinary algebraic equations which caused a great deal of
controversy when first introduced, owing to the lack of rigor in his
derivation of it. He famously said, "Mathematics is an experimental
science, and definitions do not come first, but later on." He was replying to
criticism over his use of operators that were not clearly defined.

Overview:
This chapter is the start of the discussion on higher-ordered differential
equations. The concept of the differential operator will be introduced in this chapter
since it is important in the solution of the linear equations.

Objectives:

Upon completion of this chapter, the students will be able to:


1. Define linear differential equations of higher order.
2. Identify linear differential equations of higher order.
3. Define differential operator.
4. Solve functions using differential operator.
5. Use differential operator to reduce differential equation.

97
Author: Harold Jan R. Terano, ECE, MET
CHAPTER 10 LINEAR DIFFERENTIAL EQUATIONS OF
HIGHER ORDER

10.1 Linear Differential Equations of Higher Order


A differential equation of the form
𝑎‚ 𝑦 (€) + 𝑎V 𝑦 (€QV) + ⋯ + 𝑎€QV 𝑦 ′ + 𝑎€ 𝑦 = 𝑓(𝑥)
is a linear differential equation of order 𝑛.
If 𝑓(𝑥) = 0, the resulting equation is,
𝑎‚ 𝑦 (€) + 𝑎V 𝑦 (€QV) + ⋯ + 𝑎€QV 𝑦 ′ + 𝑎€ 𝑦 = 0
This is known as homogeneous linear equation.
On the other hand, if 𝑓(𝑥) ≠ 0, the differential equation is known as non-
homogeneous linear equation.

10.2 Linearly Independent Solutions


The 𝑛𝑡ℎ-order linear homogeneous differential equation 𝑎‚ 𝑦 (€) + 𝑎V 𝑦 (€QV) + ⋯ +
𝑎€QV 𝑦 ′ + 𝑎€ 𝑦 = 0 always has 𝑛 linearly independent solutions. If 𝑦V (𝑥), 𝑦- (𝑥), … , 𝑦€ (𝑥)
represent these solutions, then the general solution is
𝑦(𝑥) = 𝑐V 𝑦V (𝑥) + 𝑐- 𝑦- (𝑥) + ⋯ + 𝑐€ 𝑦€ (𝑥)
where 𝑐V , 𝑐- , … , 𝑐€ denote arbitrary constants.
The following is the test for determining linearly dependent and linearly
independent solutions.
A set of functions {𝑦V (𝑥), 𝑦- (𝑥), … , 𝑦€ (𝑥)} is linearly dependent on a 𝑎 ≤ 𝑥 ≤ 𝑏
if there exist constants 𝑐V , 𝑐- , … , 𝑐€ , not all zero, such that
𝑐V 𝑦V (𝑥) + 𝑐- 𝑦- (𝑥) + ⋯ + 𝑐€ 𝑦€ (𝑥) = 0
on 𝑎 ≤ 𝑥 ≤ 𝑏. If the only solution to the equation is 𝑐V = 𝑐- = ⋯ = 𝑐€ = 0, then the set
of functions {𝑦V (𝑥), 𝑦- (𝑥), … , 𝑦€ (𝑥)} is linearly independent on 𝑎 ≤ 𝑥 ≤ 𝑏.
Example:
The set {𝑥, 𝑒 ) , 2𝑥, cos 𝑥 } is linearly dependent on [−1,1] since
𝑐V 𝑥 + 𝑐- 𝑒 ) + 𝑐< 2𝑥 + 𝑐y cos 𝑥 = 0
where 𝑐V = −2, 𝑐- = 0, 𝑐< = 1 and 𝑐y = 0

10.3 The Wronskian


The Wronskian is another test in determining linearly dependent and linearly
independent solutions.
The Wronskian of a set of functions {𝑦V (𝑥), 𝑦- (𝑥), … , 𝑦€ (𝑥)} on the interval 𝑎 ≤
𝑥 ≤ 𝑏, having the property that each function possesses 𝑛 − 1 derivatives on this
interval, is given by the determinant
𝑦V 𝑦- … 𝑦€
′ ′
𝑦V′ ′ 𝑦-′ ′′′ … 𝑦€′ ′ ′
8 8
′ 22 ′ 22 ′
𝑦V′ 𝑦-′ … 𝑦€′ ′′
𝑊{𝑦V (𝑥), 𝑦- (𝑥), … , 𝑦€ (𝑥)} =
. . .
8 . . . 8
(€QV) (€QV) (€QV)
𝑦V′ ′ 𝑦-′ ′ … 𝑦€′ ′

98
Author: Harold Jan R. Terano, ECE, MET
CHAPTER 10 LINEAR DIFFERENTIAL EQUATIONS OF
HIGHER ORDER

If the Wronskian of a set of 𝑛 functions defined on the interval 𝑎 ≤ 𝑥 ≤ 𝑏 is


nonzero for at least one point in this interval, then the set of functions is linearly
independent there. If the Wronskian is identically zero on this interval and if each of the
functions is a solution to the same linear differential equation, then the set of functions is
linearly dependent.
Example(a).
Find the Wronskian of the set {sin 2𝑥 , cos 2𝑥 } and determine whether it is
linearly dependent or linearly independent on (−∞, ∞).
Solution:
sin 2𝑥 cos 2𝑥
𝑊(sin 2𝑥 , cos 2𝑥) = :'(XYZ -)) '(efX -)):
') ')

sin 2𝑥 cos 2𝑥
𝑊(sin 2𝑥 , cos 2𝑥) = ; ;
2 cos 2𝑥 −2 sin 2𝑥
𝑊(sin 2𝑥 , cos 2𝑥) = (sin 2𝑥)(−2 sin 2𝑥) − (2 cos 2𝑥)(cos 2𝑥)
𝑊(sin 2𝑥 , cos 2𝑥) = −2 sin- 2𝑥 − 2 cos - 2𝑥
𝑊(sin 2𝑥 , cos 2𝑥) = −2(sin- 2𝑥 + cos - 2𝑥)
𝑊(sin 2𝑥 , cos 2𝑥) = −2
The Wronskian of this set is −2. Since it is nonzero for atleast one point
in the interval, therefore the set is linearly independent.

Example(b).
Find the Wronskian of the set {𝑥, 2𝑥 − 1,3𝑥 + 2} and determine whether it is
linearly dependent or linearly independent on (−∞, ∞).
Solution:
𝑥 2𝑥 − 1 3𝑥 + 2
𝑊(𝑥, 2𝑥 − 1,3𝑥 + 2) = <1 2 3 <
0 0 0
𝑥 2𝑥 − 1 3𝑥 + 2 𝑥 2𝑥 − 1
𝑊(𝑥, 2𝑥 − 1,3𝑥 + 2) = <1 2 3 <1 2 <
0 0 0 0 0
𝑊(𝑥, 2𝑥 − 1,3𝑥 + 2) = 0
The Wronskian is identically zero, therefore apply the first test.
The equation is,
𝑐V 𝑥 + 𝑐- (2𝑥 − 1) + 𝑐< (3𝑥 + 2) = 0
(𝑐V + 2𝑐- + 3𝑐< )𝑥 + (−𝑐- + 2𝑐< ) = 0
The linear equation can be satisfied for all 𝑥 only if both coefficients
are zero. Thus,
𝑐V + 2𝑐- + 3𝑐< = 0 and −𝑐- + 2𝑐< = 0
Setting 𝑐V = 1 (or any nonzero number), then,
2𝑐- + 3𝑐< = −1 and −𝑐- + 2𝑐< = 0
Solve the equations simultaneously, we obtain,
- V
𝑐- = − ¶ and 𝑐< = − ¶

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- V
The set of constants are 𝑐V = 1, 𝑐- = − ¶ and 𝑐< = − ¶, therefore, the
set of functions is linearly dependent.

Example(c).
Find the Wronskian of the set {𝑒 Q) , 𝑒 -) } and determine whether it is linearly
dependent or linearly independent on (−∞, ∞).
Solution:
𝑒 Q) 𝑒 -)
Q) -) )
𝑊(𝑒 ,𝑒 = :'(t vs ) '(t (s ):
') ')
Q)
𝑊(𝑒 Q) , 𝑒 -) ) = ; 𝑒 Q) 𝑒 -) ;
−𝑒 2𝑒 -)
𝑊(𝑒 Q) , 𝑒 -) ) = (𝑒 Q) )(2𝑒 -) ) − (−𝑒 Q) )(𝑒 -) )
𝑊(𝑒 Q) , 𝑒 -) ) = 2𝑒 ) + 𝑒 )
𝑊(𝑒 Q) , 𝑒 -) ) = 3𝑒 )
The Wronskian is in general a nonconstant function. Since it is
nonzero for at least one point in the interval, then, the set is linearly independent.

Example(d)
Find the general solution of 𝑦 ′′ − 4𝑦 = 0 if it is known that two solutions are
𝑦V (𝑥) = 𝑒 -) and 𝑦- (𝑥) = 𝑒 Q-) .
Solution:
The Wronskian is,
𝑒 -) 𝑒 Q-)
-) Q-) )
𝑊(𝑒 , 𝑒 = :'(t ) '(t v(s ):
(s

') ')
-)
𝑊(𝑒 -) , 𝑒 Q-) ) = ; 𝑒 -) 𝑒 Q-) ;
2𝑒 −2𝑒 Q-)
𝑊(𝑒 -) , 𝑒 Q-) ) = (𝑒 -) )(−2𝑒 Q-) ) − (2𝑒 -) )(𝑒 Q-) )
𝑊(𝑒 -) , 𝑒 Q-) ) = −2 − 2 = −4
Since 𝑊 = −4 ≠ 0, then, the two particular solutions are linearly
independent and the general solution is 𝑦 = 𝑐V 𝑒 -) + 𝑐- 𝑒 Q-) .

Example(e).
Two solutions of 𝑦 ′′ − 3𝑦 + 2 = 0 are 𝑒 -) and 𝑒 ) . Is the general solution 𝑦 =
𝑐V 𝑒 -) + 𝑐- 𝑒 ) ?
Solution:
The Wronskian is,
𝑒 -) 𝑒)
-) ))
𝑊(𝑒 , 𝑒 =: '(t (s ) '(t s ):
') ')
-)
𝑊(𝑒 -) , 𝑒 ) ) = ; 𝑒 -) 𝑒 );
2𝑒 𝑒)
𝑊(𝑒 -) , 𝑒 ) ) = (𝑒 -) )(𝑒 ) ) − (2𝑒 -) )(𝑒 ) )

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CHAPTER 10 LINEAR DIFFERENTIAL EQUATIONS OF
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𝑊(𝑒 -) , 𝑒 ) ) = 𝑒 <) − 2𝑒 <)


𝑊(𝑒 -) , 𝑒 ) ) = −𝑒 <)
Since 𝑊 = −𝑒 <) ≠ 0, then, the two particular solutions are linearly
independent and the general solution is 𝑦 = 𝑐V 𝑒 -) + 𝑐- 𝑒 ) .

Example(f).
Two solutions of 𝑦 ′′ + 2𝑦 + 1 = 0 are 2𝑒 ) and 𝑒 ) . Is the general solution 𝑦 =
2𝑐V 𝑒 + 𝑐- 𝑒 ) ?
)

Solution:
The Wronskian is,
2𝑒 ) 𝑒)
-) ))
𝑊(𝑒 , 𝑒 =: '(-t s ) '(t s ):
') ')
) )
2𝑒 𝑒
𝑊(𝑒 -) , 𝑒 ) ) = ; ) ;
2𝑒 𝑒)
𝑊(𝑒 -) , 𝑒 ) ) = (2𝑒 ) )(𝑒 ) ) − (2𝑒 ) )(𝑒 ) )
𝑊(𝑒 -) , 𝑒 ) ) = 2𝑒 -) − 2𝑒 -)
𝑊(𝑒 -) , 𝑒 ) ) = 0
Since 𝑊 = 0, the particular solutions are linearly dependent,
therefore 𝑦 = 2𝑐V 𝑒 ) + 𝑐- 𝑒 ) is not the general solution.

10.4 The Differential Operator D


Differential operator 𝐷 is an operator used in the transformation of a function
into its derivatives. In operator form, it is,
'
𝐷 = ')
where the symbol 𝐷 is denoted the operation of differentiation with respect to 𝑥.
Examples:
1. 𝐷(4𝑥 - ) = 8𝑥
2. 𝐷(𝑥 - − 3𝑥 + 1) = 2𝑥 − 3
3. 𝐷(𝑥𝑒 ) ) = 𝑥𝑒 ) + 𝑒 ) = 𝑒 ) (𝑥 + 1)
4. 𝐷(sin 4𝑥) = 4 cos 4𝑥
A
5. 𝐷(ln(5𝑥 − 2)) = A)Q-
For 𝐷€ that is equal to,
'=
𝐷€ = ') =

in which 𝐷€ indicate the nth derivative of the function with respect to 𝑥.


Examples:
1. 𝐷- (3𝑥 - ) = 6
2. 𝐷< (𝑒 <) ) = 27𝑒 <)
3. 𝐷‚ (𝑥 cos 𝑥) = 𝑥 cos 𝑥

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4. 𝐷y (sin 𝑥) = sin 𝑥
5. 𝐷- (𝑥 < − 2𝑥 - + 3𝑥 − 1) = 6𝑥 − 4
Differential operators are not algebraic terms but they obey the fundamental laws
of algebra such as the laws of exponents and the fundamental operations of terms.

Examples:
1. (𝐷A + 𝐷< )𝑥 = (𝐷< + 𝐷A )𝑥
2. (𝐷A 𝐷< )𝑥 = (𝐷< 𝐷A )𝑥
3. (𝐷A 𝐷< )𝑥 = (𝐷Ak< )𝑥 = (𝐷· )𝑥
4. 𝐷A (𝑐𝑥) = 𝑐𝐷A 𝑥 where 𝑐 is constant

10.5 Linear Differential Equations in Operator Form


The differential equation of the form

𝑎‚ 𝑦 (€) + 𝑎V 𝑦 (€QV) + ⋯ + 𝑎€QV 𝑦 2 + 𝑎€ 𝑦 = 𝑓(𝑥)


can now be written in terms of the differential operator. It is now equivalent to,
(𝑎‚ 𝐷€ + 𝑎V 𝐷€QV + ⋯ + 𝑎€QV 𝐷 + 𝑎€ )𝑦 = 𝑓(𝑥)
Example(a).
Let 𝜃(𝐷) = 𝐷- − 1 operate on the function 𝑓(𝑥) = 𝑥 + cos 𝑥. Determine the
result of the operation.
Solution:
𝜃(𝐷)𝑓(𝑥) = (𝐷- − 1)(𝑥 + cos 𝑥)
= 𝐷- (𝑥 + cos 𝑥) − (𝑥 + cos 𝑥)
= 𝐷- (𝑥) + 𝐷- (cos 𝑥) − 𝑥 − cos 𝑥
= 0 − cos 𝑥 − 𝑥 − cos 𝑥
= −𝑥 − 2 cos 𝑥
Example(b).
Let 𝜃(𝐷) = 𝐷- + 4𝐷 + 4 operate on the function 𝑓(𝑥) = 4𝑥 - − 3𝑒 ) . Determine
the result of the operation.
Solution:
𝜃(𝐷)𝑓(𝑥) = (𝐷- + 4𝐷 + 4)(4𝑥 - − 3𝑒 ) )
= 𝐷- (4𝑥 - − 3𝑒 ) ) + 4𝐷(4𝑥 - − 3𝑒 ) ) + 4(4𝑥 - − 3𝑒 ) )
= 𝐷- (4𝑥 - ) − 3𝐷- (𝑒 ) ) + 16𝐷(𝑥 - ) − 12𝐷(𝑒 ) ) + 4(4𝑥 - ) + 4(−3𝑒 ) )
= 8 − 3(𝑒 ) ) + 16(2𝑥) − 12(𝑒 ) ) + 16𝑥 - − 12𝑒 )
= 16𝑥 - + 32𝑥 − 27𝑒 ) + 8

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CHAPTER 10 LINEAR DIFFERENTIAL EQUATIONS OF
HIGHER ORDER

Chapter Exercise
I. Find the Wronskian of the following functions and determine whether it is
linearly dependent or linearly independent on (−∞, ∞).

1. {𝑥 - , 𝑥 + 1, 𝑥 − 3} Ans: 𝑊 = 8, linearly independent

2. {3𝑒 -) , 𝑒 -) } Ans: 𝑊 = 0, linearly dependent

3. {ln 𝑥 , ln 𝑥 - } Ans: 𝑊 = 0, linearly dependent

4. {2 + 𝑥, 1 − 𝑥, 3 + 𝑥 - } Ans: 𝑊 = −6, linearly independent

5. {𝑥 - , 𝑥 < , 𝑥 y } Ans: 𝑊 = 2𝑥 µ , linearly independent

II. Evaluate the following functions in differential operator form.

1. 𝐷(𝑥 - + 2𝑥 − 3) Ans: 2𝑥 + 2
2. 𝐷- (𝑥𝑒 <) − 𝑒 y) ) Ans: 9𝑥𝑒 <) + 6𝑒 <) − 16𝑒 y)
()kV)( ·
3. 𝐷- : )QV
; Ans: ()QV)4
-
4. 𝐷(ln(𝑥 - − 2𝑥 + 1)) Ans: )QV
< (sin
5. 𝐷 4𝑥 − sin 𝑥 cos 𝑥) Ans: 4(cos 2𝑥 − 16 cos 4𝑥)

III. Let 𝜽(𝑫) operates on the function 𝒇(𝒙). Determine the result of the operation.

1. 𝜃(𝐷) = (𝐷 + 3), 𝑓(𝑥) = (𝑥 - − 4𝑥 + 1) Ans: 𝜃(𝐷)𝑓(𝑥) = 3𝑥 - − 10𝑥 − 1


2. 𝜃(𝐷) = (𝐷- − 𝐷 + 1), 𝑓(𝑥) = (𝑥 - + 3𝑥 − 4) Ans: 𝜃(𝐷)𝑓(𝑥) = 𝑥 - + 𝑥 − 5
3. 𝜃(𝐷) = (𝐷< − 𝐷- + 2𝐷 + 3), 𝑓(𝑥) = (2𝑒 <) ) Ans: 𝜃(𝐷)𝑓(𝑥) = 54𝑒 <)
4. 𝜃(𝐷) = (𝐷- + 2𝐷 − 2), 𝑓(𝑥) = (𝑥 sin 4𝑥) Ans: 𝜃(𝐷)𝑓(𝑥) = 8 cos 4𝑥 (1 + 𝑥)
+2 sin 4𝑥 (1 − 9𝑥)
5. 𝜃(𝐷) = (3𝐷- − 4𝐷 + 2), 𝑓(𝑥) = (cos - 𝑥) Ans: 𝜃(𝐷)𝑓(𝑥) = 4(sin 2𝑥 + cos 2𝑥)

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CHAPTER 11 HOMOGENEOUS LINEAR DIFFERENTIAL EQUATIONS
WITH CONSTANT COEFFICIENTS

HOMOGENEOUS
LINEAR
Chapter DIFFERENTIAL
11 EQUATIONS WITH
CONSTANT
COEFFICIENTS
Outline:
11.1 Homogeneous Second Order Linear Differential Equations
11.2 nth-order Homogeneous Linear Differential Equations

JOSEPH-LOUIS LAGRANGE (January 25, 1736 - April 10,


1813) was an Italian mathematician and astronomer. He made great
contribution in the fields of analysis, number theory and both classical and
celestial mechanics. Lagrange was one of the creators of the calculus of
variations.
While working on the problem of determining an integrating
factor for the general linear equation, formalized the concept of the adjoint
equation, Lagrange not only determined an integrating factor for the
general linear equation, but furnished proof of the general solution of a
homogeneous linear equation of order n . In addition Lagrange discovered
the method of variation of parameters.

Overview:
This chapter will introduce the solution to a homogeneous linear differential
equation with constant coefficients. The solution to this differential equation is called the
complementary function which contains the arbitrary constants.
The complementary functions can be solved either by any of the four cases that
will be presented.

Objectives:
Upon completion of this chapter, the students will be able to:
1. Determine the auxiliary or characteristic equation of a given
differential equation.
2. Identify the roots of an auxiliary equation.
3. Solve higher-order homogeneous linear differential equations.

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CHAPTER 11 HOMOGENEOUS LINEAR DIFFERENTIAL EQUATIONS
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11.1 Homogeneous Second Order Linear Differential Equations


A differential equation of the form,
𝑎‚ 𝑦 ′′ + 𝑎V 𝑦 ′ + 𝑎- 𝑦 = 0
is the general second order homogeneous linear differential equations with constant
coefficients. By using differential operator, it is equivalent to,
(𝑎‚ 𝐷- + 𝑎V 𝐷 + 𝑎- )𝑦 = 0
The general solution of the differential equation is,
𝑦 = 𝑐V 𝑦V + 𝑐- 𝑦-
Let us consider 𝑦 = 𝑒 Ï) as the solution of the differential equation since the
derivatives of the function 𝑒 Ï) constant multiples of itself, thus, 𝑦 ′ = 𝑚𝑒 Ï) and 𝑦 ′′ =
𝑚- 𝑒 Ï) , therefore substituting to the above differential equations, we have,
𝑎‚ 𝑚- 𝑒 Ï) + 𝑎V 𝑚𝑒 Ï) + 𝑎- 𝑒 Ï) = 0
(𝑎‚ 𝑚- + 𝑎V 𝑚 + 𝑎- )𝑒 Ï) = 0
and therefore,
𝑎‚ 𝑚- + 𝑎V 𝑚 + 𝑎- = 0
is called the auxiliary or characteristic equation of the differential equation.

CASE I: DISTINCT REAL ROOTS


If the auxiliary equation has distinct real roots 𝑚V and 𝑚- , then, 𝑦V = 𝑒 Ï} ) and
Ï( )
𝑦- = 𝑒 are the solutions, therefore,
𝑦 = 𝑐V 𝑒 Ï} ) + 𝑐- 𝑒 Ï( )
is the general solution.

Example(a).
Solve 𝑦 ′′ + 5𝑦 ′ − 6𝑦 = 0.
Solution:
The equation is equal to (𝐷- + 5𝐷 − 6)𝑦 = 0 and the auxiliary equation is
𝑚- + 5𝑚 − 6 = 0 and the roots are 𝑚V = 1 and 𝑚- = −6, therefore, the general
solution is,
𝑦 = 𝑐V 𝑒 ) + 𝑐- 𝑒 Qµ)
Example(b).
Solve 𝑦 ′′ + 7𝑦 ′ + 10𝑦 = 0.
Solution:
The equation is equal to (𝐷- + 7𝐷 + 10)𝑦 = 0. The auxiliary equation is
𝑚- + 7𝑚 + 10 = 0 and the roots are 𝑚V = −2 and 𝑚- = −5, therefore, the
general solution is,
𝑦 = 𝑐V 𝑒 Q-) + 𝑐- 𝑒 QA)
Example(c).
Solve 2𝑦 ′′ − 𝑦 ′ − 3𝑦 = 0

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CHAPTER 11 HOMOGENEOUS LINEAR DIFFERENTIAL EQUATIONS
WITH CONSTANT COEFFICIENTS

Solution:
The equation is equal to (2𝐷- − 𝐷 − 3)𝑦 = 0. The auxiliary equation is
<
2𝑚- − 𝑚 − 3 = 0 and the roots are 𝑚V = - and 𝑚- = −1, therefore, the general
solution is,
4
𝑦 = 𝑐V 𝑒 () + 𝑐- 𝑒 Q)

CASE II: REPEATED ROOTS


If the auxiliary equation has repeated root 𝑚, then, 𝑦V = 𝑒 Ï) and 𝑦- = 𝑥𝑒 Ï)
are the solutions, therefore,
𝑦 = 𝑐V 𝑒 Ï) + 𝑐- 𝑥𝑒 Ï)
is the general solution.
Example(a).
Solve 𝑦 ′′ + 4𝑦 ′ + 4𝑦 = 0.
Solution:
The equation is equal to (𝐷- + 4𝐷 + 4)𝑦 = 0 and the auxiliary equation is
𝑚- + 4𝑚 + 4 = 0 and 𝑚 = −2 is a double root, then, 𝑦V = 𝑒 Q-) and 𝑦- =
𝑥𝑒 Q-) , therefore, the general solution is,
𝑦 = 𝑐V 𝑒 Q-) + 𝑐- 𝑥𝑒 Q-)
Example(b).
Solve 4𝑦 ′′ − 4𝑦 ′ + 𝑦 = 0.
Solution:
The equation is equal to (4𝐷- − 4𝐷 + 1)𝑦 = 0. The auxiliary equation is
} }
V
4𝑚- − 4𝑚 + 1 = 0 and 𝑚 = - is a double root, then, 𝑦V = 𝑒 () and 𝑦- = 𝑥𝑒 () ,
therefore, the general solution is,
} }
𝑦 = 𝑐V 𝑒 () + 𝑐- 𝑥𝑒 ()
Example(c).
Solve 𝑦 ′′ − 10𝑦 ′ + 25𝑦 = 0.
Solution:
The equation is equal to (𝐷- − 10𝐷 + 25)𝑦 = 0. The auxiliary equation is
-
𝑚 − 10𝑚 + 25 = 0 and 𝑚 = 5 is a double root, therefore, the general solution
is,
𝑦 = 𝑐V 𝑒 A) + 𝑐- 𝑥𝑒 A)

CASE III: DISTINCT COMPLEX ROOTS


A complex number is a number of the form 𝑎 + 𝑏𝑖 where 𝑎 and 𝑏 are real
numbers and 𝑖 = √−1 or 𝑖 - = −1.
Any quadratic equation 𝑚- + 𝑏𝑚 + 𝑐 = 0 with 𝑏 - − 4𝑐 < 0 have complex roots.
Using the quadratic formula to solve the quadratic equation, the roots yield a complex
number. The roots of the equation always result to conjugate roots.
The roots of the auxiliary equation 𝑚- + 𝑏𝑚 + 𝑐 = 0 with 𝑏 - − 4𝑐 < 0 will be
conjugate complex numbers, say 𝑎 ± 𝑏𝑖.

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WITH CONSTANT COEFFICIENTS

Thus, the solution is,


𝑦V = 𝑒 (`kaè)) = 𝑦V = 𝑒 `) 𝑒 aè)
𝑦- = 𝑒 (`Qaè)) = 𝑦V = 𝑒 `) 𝑒 Qaè)
By Euler’s Formula,
𝑒 è) = cos 𝑥 + 𝑖 sin 𝑥
Using Maclaurin series,
)( )4
𝑒) = 1 + 𝑥 + -!
+ <!
+⋯
)4 )‰
sin 𝑥 = 𝑥 − <!
+ A!
−⋯
)( )‰
cos 𝑥 = 1 − -!
+ y!
−⋯

Replacing 𝑒 ) by 𝑒 è) , we have,
(è))( (è))4
𝑒 è) = 1 + (𝑖𝑥) + -!
+ <!
+⋯

Since 𝑖 - = −1, 𝑖 < = −𝑖, 𝑖 y = 1 and so on, we have,


)( )4
𝑒 è) = 1 + 𝑖𝑥 − -!
−𝑖 <!
+⋯
)( )4
𝑒 è) = :1 − -!
+ ⋯ ; + 𝑖 :𝑥 − <!
+ ⋯;

𝑒 è) = cos 𝑥 + 𝑖 sin 𝑥
Going back to the solution,
𝑦V = 𝑒 (`kaè)) = 𝑦V = 𝑒 `) 𝑒 aè) = 𝑒 `) (cos 𝑏𝑥 + 𝑖 sin 𝑏𝑥)
𝑦- = 𝑒 (`Qaè)) = 𝑦V = 𝑒 `) 𝑒 Qaè) = 𝑒 `) (cos 𝑏𝑥 − 𝑖 sin 𝑏𝑥)
By the general solution,
𝑦 = 𝑐V 𝑦V + 𝑐- 𝑦-
𝑦 = 𝑐V 𝑒 `) (cos 𝑏𝑥 + 𝑖 sin 𝑏𝑥) + 𝑐- 𝑒 `) (cos 𝑏𝑥 − 𝑖 sin 𝑏𝑥)
Simplifying the solution, we have,
𝑦 = 𝑒 `) (𝑐V cos 𝑏𝑥 + 𝑐V 𝑖 sin 𝑏𝑥 + 𝑐- cos 𝑏𝑥 − 𝑐- 𝑖 sin 𝑏𝑥)
𝑦 = 𝑒 `) [(𝑐V + 𝑐- ) cos 𝑏𝑥 + (𝑐V − 𝑐- )𝑖 sin 𝑏𝑥]
Considering a real values solution, the general solution is,
𝑦 = 𝑒 `) (𝑐V cos 𝑏𝑥 + 𝑐- sin 𝑏𝑥)
Example(a).
Solve 𝑦 ′′ − 2𝑦 ′ + 2𝑦 = 0.
Solution:
The equation is equal to (𝐷- − 2𝐷 + 2)𝑦 = 0. The auxiliary equation is
-
𝑚 − 2𝑚 + 2 = 0, by quadratic equation,
-±√yQ·
𝑚= -
=1±𝑖

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Thus, 𝑎 = 1 and 𝑏 = 1, the general solution is,


𝑦 = 𝑒 ) (𝑐V cos 𝑥 + 𝑐- sin 𝑥)
Example(b).
Solve 𝑦 ′′ − 2𝑦 ′ + 6𝑦 = 0.
Solution:
The equation is equal to (𝐷- − 2𝐷 + 6)𝑦 = 0. The auxiliary equation is
𝑚- − 2𝑚 + 6 = 0, by quadratic equation,
-±√yQ-y
𝑚= -
= 1 ± √5 𝑖
Thus, 𝑎 = 1 and 𝑏 = √5 , the general solution is,
𝑦 = 𝑒 ) @𝑐V cos √5 𝑥 + 𝑐- sin √5 𝑥B
Example(c).
Solve 𝑦 ′′ + 4𝑦 = 0.
Solution:
The equation is equal to (𝐷- + 4)𝑦 = 0. The auxiliary equation is
𝑚- + 4 = 0, thus the roots are ±2𝑖. Therefore, 𝑎=0 and 𝑏 = 2. The
general solution is,
𝑦 = 𝑐V cos 2𝑥 + 𝑐- sin 2𝑥

11.2 nth-Order Homogeneous Linear Differential Equations


A differential equation of the form
𝑎‚ 𝑦 (€) + 𝑎V 𝑦 (€QV) + ⋯ + 𝑎€QV 𝑦 ′ + 𝑎€ 𝑦 = 0
is called an nth-order homogeneous linear differential equation. By differential operator,
it is equal to,
(𝑎‚ 𝐷€ + 𝑎V 𝐷€QV + ⋯ + 𝑎€QV 𝐷 + 𝑎€ )𝑦 = 0
The auxiliary equation is,
𝑎‚ 𝑚€ + 𝑎V 𝑚€QV + ⋯ + 𝑎€QV 𝑚 + 𝑎€ = 0
The solution of the differential equation can be determine by finding the roots of
the auxiliary equation and applying the solutions discussed in section 11.1 and
combining the solutions associated with the other roots to obtain the complete solution.

Example(a).
Solve 𝑦 ′′′ − 7𝑦 ′′ + 14𝑦 ′ − 8𝑦 = 0.
Solution:
The equation is equal to (𝐷< − 7𝐷- + 14𝐷 − 8)𝑦 = 0. The auxiliary
equation is 𝑚< − 7𝑚- + 14𝑚 − 8 = 0, then the factors are,
(𝑚 − 1)(𝑚 − 2)(𝑚 − 4) = 0
The equation has distinct real roots and 𝑚V = 1, 𝑚- = 2 and
𝑚< = 4, therefore the general solution is,
𝑦 = 𝑐V 𝑒 ) + 𝑐- 𝑒 -) + 𝑐< 𝑒 y)

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Example(b).
Solve 𝑦 ′′′ − 𝑦 ′′ − 4𝑦 ′ + 4𝑦 = 0.
Solution:
The equation is equal to (𝐷< − 𝐷- − 4𝐷 + 4)𝑦 = 0. The auxiliary equation
is 𝑚< − 𝑚- − 4𝑚 + 4 = 0, then the factors are,
(𝑚 − 1)(𝑚 − 2)(𝑚 + 2) = 0
The equation has the roots 𝑚V = 1, 𝑚- = 2 and 𝑚< = −2, the roots
are distinct real, therefore,
𝑦 = 𝑐V 𝑒 ) + 𝑐- 𝑒 -) + 𝑐< 𝑒 Q-)
Example(c).
Solve 𝑦 ′′′ − 4𝑦 ′′ + 5𝑦 ′ − 2𝑦 = 0.
Solution:
The equation is equal to (𝐷< − 4𝐷- + 5𝐷 − 2)𝑦 = 0. The auxiliary
equation is 𝑚< − 4𝑚- + 5𝑚 − 2 = 0, then the factors are,
(𝑚 − 2)(𝑚 − 1)(𝑚 − 1) = 0
The equation has a distinct real root 𝑚V = 2 and double roots 𝑚 = 1,
therefore, the general solution is,
𝑦 = 𝑐V 𝑒 -) + 𝑐- 𝑒 ) + 𝑐< 𝑥𝑒 )
Example(d).
Solve 𝑦 ′′′ − 𝑦 ′ = 0
Solution:
The equation is equal to (𝐷< − 𝐷)𝑦 = 0. The auxiliary equation is 𝑚< −
𝑚 = 0, then the factors are,
𝑚(𝑚- − 1) = 0
The equation has three distinct roots, 𝑚V = 0, 𝑚- = 1 and 𝑚< = −1,
therefore, the general solution is,
𝑦 = 𝑐V + 𝑐- 𝑒 ) + 𝑐< 𝑒 Q)
Example(e).
Solve 𝑦 ′′′′ − 5𝑦 ′′ + 4𝑦 = 0.
Solution:
The equation is equal to (𝐷y − 5𝐷- + 4)𝑦 = 0. The auxiliary equation is
𝑚 − 5𝑚- + 4 = 0, then the factors are,
y

(𝑚- − 1)(𝑚- − 4) = 0
(𝑚 − 1)(𝑚 + 1)(𝑚 − 2)(𝑚 + 2) = 0
The equation has distinct real roots 𝑚V = 1, 𝑚- = −1, 𝑚< = 2 and 𝑚y =
−2, therefore, the general solution is,
𝑦 = 𝑐V 𝑒 ) + 𝑐- 𝑒 Q) + 𝑐< 𝑒 -) + 𝑐y 𝑒 Q-)
Example(f).
Solve 𝑦 ′′′ − 6𝑦 ′′ + 13𝑦 ′ − 20𝑦 = 0.

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Solution:
The equation is equal to (𝐷< − 6𝐷- + 13𝐷 − 20)𝑦 = 0. The auxiliary
equation is 𝑚< − 6𝑚- + 13𝑚 − 20 = 0, then the factors are,
(𝑚 − 4)(𝑚- − 2𝑚 + 5) = 0
The factor (𝑚- − 2𝑚 + 5) has a complex roots 𝑚 = 1 ± 2𝑖, therefore
the general solution is,
𝑦 = 𝑐V 𝑒 y) + 𝑒 ) (𝑐- cos 2𝑥 + 𝑐< sin 2𝑥)
Example(g).
Solve 𝑦 ′′′′ + 4𝑦 ′′′ − 2𝑦 ′′ + 12𝑦 ′ + 24𝑦 = 0.
Solution:
The equation is equal to (𝐷y + 4𝐷< − 2𝐷- + 12𝐷 + 24)𝑦 = 0. The
auxiliary equation is 𝑚y + 4𝑚< − 2𝑚- + 12𝑚 + 24 = 0, then the factors are,
(𝑚- + 6𝑚 + 6)(𝑚- − 2𝑚 + 4) = 0
By quadratic equation, the roots are,
𝑚V = −3 + √3 and 𝑚- = −3 − √3
𝑚< = 1 ± √3 𝑖
The general solution is,
𝑦 = 𝑐V 𝑒 @Q<k√< B) + 𝑐- 𝑒 @Q<Q√< B) + 𝑒 ) @𝑐< cos √3 𝑥 + 𝑐y sin √3 𝑥B
For special cases in which the complex roots of the auxiliary equation are
repeated, then we can consider the fourth case.

CASE IV: REPEATED COMPLEX ROOTS


If the auxiliary equation has repeated complex roots (𝑎 ± 𝑏𝑖)- , then, the solution
is,
𝑦 = 𝑒 `) (𝑐V + 𝑐- 𝑥) cos 𝑏𝑥 + 𝑒 `) (𝑐< + 𝑐y 𝑥) sin 𝑏𝑥
Example(a)
Solve 𝑦 ′′′′ + 2𝑦 ′′ + 𝑦 = 0.
Solution:
The equation is equal to (𝐷y + 2𝐷- + 1)𝑦 = 0. The auxiliary equation is
𝑚 + 2𝑚- + 1 = 0, thus, the factors are,
y

𝑚y + 2𝑚- + 1 = (𝑚- + 1)-


and the roots are 𝑚V = 𝑚- = 0 ± 𝑖 and is repeated, therefore, 𝑎=0 and
𝑏 = 1, therefore, solution is,
𝑦 = 𝑒 (‚)) (𝑐V + 𝑐- 𝑥) cos 𝑥 + 𝑒 (‚)) (𝑐< + 𝑐y 𝑥) sin 𝑥
𝑦 = (𝑐V + 𝑐- 𝑥) cos 𝑥 + (𝑐< + 𝑐y 𝑥) sin 𝑥

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WITH CONSTANT COEFFICIENTS

Chapter Exercise
I. Solve the following linear differential equations.

1. 𝑦 ′′ − 10𝑦 ′ + 25𝑦 = 0 Ans: 𝑦 = 𝑐V 𝑒 A) + 𝑐- 𝑥𝑒 A)


2. 𝑦 ′′ − 4𝑦 ′ + 3𝑦 = 0 Ans: 𝑦 = 𝑐V 𝑒 ) + 𝑐- 𝑒 <)
4
3. 2𝑦 ′′ + 𝑦 ′ − 3𝑦 = 0 Ans: 𝑦 = 𝑐V 𝑒 ) + 𝑐- 𝑒 Q()
4. 𝑦 ′′ + 4𝑦 ′ + 7𝑦 = 0 Ans: 𝑦 = 𝑒 Q-) @𝑐V cos √3 𝑥 + 𝑐- sin √3 𝑥B
}
5. 2𝑦 ′′ − 7𝑦 ′ + 3𝑦 = 0 Ans: 𝑦 = 𝑐V 𝑒 <) + 𝑐- 𝑒 ()
6. 𝑦 ′′ − 2𝑦 ′ = 0 Ans: 𝑦 = 𝑐V + 𝑐- 𝑒 -)
vÁ•√Õ} vÁv√Õ}
) )
7. 𝑦 ′′ + 9𝑦 ′ + 5𝑦 = 0 Ans: 𝑦 = 𝑐V 𝑒 ( + 𝑐- 𝑒 (

} }
8. 4𝑦 ′′ − 4𝑦 ′ + 𝑦 = 0 Ans: 𝑦 = 𝑐V 𝑒 () + 𝑐- 𝑥𝑒 ()
9. 𝑦 ′′′ − 9𝑦 ′′ + 27𝑦 ′ − 27𝑦 = 0 Ans: 𝑦 = 𝑐V 𝑒 <) + 𝑐- 𝑥𝑒 <) + 𝑐< 𝑥 - 𝑒 <)
10. 𝑦 ′′′ + 2𝑦 ′′ − 13𝑦 ′ + 10𝑦 = 0 Ans: 𝑦 = 𝑐V 𝑒 QA) + 𝑐- 𝑒 -) + 𝑐< 𝑒 )
11. 𝑦 ′′′ − 4𝑦 ′ = 0 Ans: 𝑦 = 𝑐V + 𝑐- 𝑒 -) + 𝑐< 𝑒 Q-)
12. 𝑦 ′′′ + 3𝑦 ′′ + 4𝑦 ′ − 8𝑦 = 0 Ans: 𝑦 = 𝑐V 𝑒 ) + 𝑒 Q-) (𝑐- cos 2𝑥 + 𝑐< sin 2𝑥)
13. 𝑦 (y) − 4𝑦 ′′ = 0 Ans: 𝑦 = 𝑐V + 𝑐- 𝑥 + 𝑐< 𝑒 -) + 𝑐y 𝑒 Q-)
14. 𝑦 (y) + 8𝑦 ′′ + 16𝑦 = 0 Ans: 𝑦 = (𝑐V + 𝑐- 𝑥) cos 2𝑥 + (𝑐< + 𝑐y 𝑥) sin 2𝑥
15. 𝑦 (y) + 4𝑦 ′′ + 4𝑦 = 0 Ans: 𝑦 = (𝑐V + 𝑐- 𝑥) cos √2 𝑥 + (𝑐< + 𝑐y 𝑥) sin √2 𝑥

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CHAPTER 12 CHAPTER 12NON-HOMOGENEOUS LINEAR DIFFERENTIAL EQUATIONS
WITH CONSTANT COEFFICIENTS

NON-HOMOGENEOUS
LINEAR
Chapter DIFFERENTIAL
12 EQUATIONS WITH
CONSTANT
COEFFICIENTS
Outline:
12.1 Non-Homogeneous Linear Differential Equations
12.2 The Method of Reduction of Order
12.3 The Method of Undetermined Coefficients
12.4 The Method of Variation of Parameters
12.5 Short Methods
12.6 Initial Value Problems for Linear Differential Equations
JEAN-BAPTISTE LE ROND D'ALEMBERT (November 16,
1717 – October 29, 1783) was a French mathematician, mechanician,
physicist, philosopher and music theorist. D’Alembert’s Formula was
named after him that is useful for obtaining solutions to the wave
equation. The wave equation is sometimes known as D’Alembert’s
equation.
He found the conditions under which the order of a linear
differential equation could be lowered. By deriving a method of dealing
with the exceptional cases, d'Alembert solved the problem of linear
equations with constant coefficients, and initiated the study of linear
differential systems. In a treatise written in 1747, devoted to vibrating
strings, d'Alembert was led to partial differential equations where he did
his main work in the field.

Overview:
The solution of a non-homogeneous linear differential equation with constant
coefficients is a combination of the particular integral and the complementary function.
The complementary function of a differential equation is already discussed in the
previous chapter. It is the general solution of the associated homogeneous differential
equation. The particular integral will be discussed in this chapter.
Objectives:
Upon completion of this chapter, the students will be able to:
1. Define non-homogeneous linear differential equations.
2. Determine non-homogeneous linear differential equations.
3. Differentiate complementary function and particular integral.
4. Solve non-homogeneous linear differential equations using the method of
reduction of order, method of undetermined coefficients, method of variation of
parameters and short methods.
5. Solve linear differential equations given an initial or boundary conditions.
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CHAPTER 12 CHAPTER 12NON-HOMOGENEOUS LINEAR DIFFERENTIAL EQUATIONS
WITH CONSTANT COEFFICIENTS

12.1 Non-Homogeneous Linear Differential Equations


A differential equation of the form,
𝑎‚ 𝑦 (€) + 𝑎V 𝑦 (€QV) + ⋯ + 𝑎€QV 𝑦 ′ + 𝑎€ 𝑦 = 𝑓(𝑥) or
(𝑎‚ 𝐷€ + 𝑎V 𝐷€QV + ⋯ + 𝑎€QV 𝐷 + 𝑎€ )𝑦 = 𝑓(𝑥)
is called an nth-order non-homogeneous linear differential equation where 𝑓(𝑥) is a
nonzero function. The associated homogeneous differential equation is,
𝑎‚ 𝑦 (€) + 𝑎V 𝑦 (€QV) + ⋯ + 𝑎€QV 𝑦 ′ + 𝑎€ 𝑦 = 0 or
(𝑎‚ 𝐷€ + 𝑎V 𝐷€QV + ⋯ + 𝑎€QV 𝐷 + 𝑎€ )𝑦 = 0
The general solution of a non-homogeneous differential equation is,
𝑦 = 𝑦! + 𝑦°
where 𝑦° is the particular solution or particular integral and 𝑦! is the general solution
of the associated homogeneous differential equation or the complementary function.

12.2 The Method of Reduction of Order


The method of reduction of order is applicable in finding the particular solution
considering the following,
1. That the roots of the auxiliary equation are all real.
2. That the order of the differential equation is not too large.
3. That the functional operator is expressible in factored form.
To find the particular solution by the method of reduction of order, first write the
factored form of the roots of the auxiliary equation, such as,
(𝐷 − 𝑚V )(𝐷 − 𝑚- ) … (𝐷 − 𝑚€ )𝑦 = 𝑓(𝑥)
Let (𝐷 − 𝑚- )(𝐷 − 𝑚< ) … (𝐷 − 𝑚€ )𝑦 = 𝑧, therefore,
(𝐷 − 𝑚V )𝑧 = 𝑓(𝑥)
And the corresponding differential equation is,
'7
')
− 𝑚V 𝑧 = 𝑓(𝑥)

The differential equation reduces to first-order linear differential equation and can
be solve using the solution for this type of differential equation, such that, the solution
will be,
𝑧 = 𝑔(𝑥)
Then, substitute the obtained solution 𝑧 = 𝑔(𝑥) to (𝐷 − 𝑚- )(𝐷 − 𝑚< ) … (𝐷 −
𝑚€ )𝑦 = 𝑧, and reduces to,
(𝐷 − 𝑚- )(𝐷 − 𝑚< ) … (𝐷 − 𝑚€ )𝑦 = 𝑔(𝑥)
Once more, let (𝐷 − 𝑚< )(𝐷 − 𝑚y ) … (𝐷 − 𝑚€ )𝑦 = 𝑣 and reduces to,
(𝐷 − 𝑚- )𝑣 = 𝑔(𝑥)
And again, the resulting differential equation is a first-order linear differential
equation and can be solve using the solution for this type of differential equation.

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WITH CONSTANT COEFFICIENTS

Repeat the procedure until the last factor is reached, such as,
(𝐷 − 𝑚€ )𝑦 = 𝜗(𝑥)
and give the solution 𝑦 = 𝑦C = 𝐹(𝑥).

Example(a).
Solve 𝑦 ′′ − 4𝑦 ′ + 4𝑦 = 2𝑥.
Solution:
The equation is equal to (𝐷- − 4𝐷 + 4)𝑦 = 2𝑥.
The auxiliary equation is,
(𝑚- − 4𝑚 + 4) = 0
(𝑚 − 2)(𝑚 − 2) = 0
The roots are 𝑚V = 𝑚- = 2.
The complementary function 𝑦W is,
𝑦! = 𝑐V 𝑒 -) + 𝑐- 𝑥𝑒 -)
The factored form of the equation is,
(𝐷 − 2)(𝐷 − 2)𝑦 = 2𝑥
To find the particular integral 𝑦° by the method of reduction of order, let
𝑧 = (𝐷 − 2)𝑦 and (𝐷 − 2)𝑧 = 2𝑥.
The resulting differential equation is,
(𝐷 − 2)𝑧 = 2𝑥
'7
− 2𝑧 = 2𝑥
')
The equation is a first-order linear equation with 𝑃(𝑥) = −2 and
𝑄(𝑥) = 2𝑥, then 𝐼. 𝐹 = 𝑒 Q- ∫ ') = 𝑒 Q-) , therefore, the solution is,
𝑧𝑒 Q-) = 2 ∫ 𝑥 𝑒 Q-) 𝑑𝑥
For 2 ∫ 𝑥 𝑒 Q-) 𝑑𝑥, by integration by parts,
V
Let 𝑢 = 𝑥 and 𝑑𝑣 = 𝑒 Q-) 𝑑𝑥, thus, 𝑑𝑢 = 𝑑𝑥 and 𝑣 = − - 𝑒 Q-) ,
therefore,
V V
2 ∫ 𝑥 𝑒 Q-) 𝑑𝑥 = 2 :− - 𝑥𝑒 Q-) + - ∫ 𝑒 Q-) 𝑑𝑥;
V
= −𝑥𝑒 Q-) − - 𝑒 Q-) + 𝑐
Then,
V
𝑧𝑒 Q-) = −𝑥𝑒 Q-) − - 𝑒 Q-) , (𝑐 is omitted)
V
𝑧 = −𝑥 − -
Substitute the obtained solution to 𝑧 = (𝐷 − 2)𝑦, thus,
V
−𝑥 − - = (𝐷 − 2)𝑦

And the resulting differential equation is,


'/ V
− 2𝑦 = −𝑥 −
') -

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CHAPTER 12 CHAPTER 12NON-HOMOGENEOUS LINEAR DIFFERENTIAL EQUATIONS
WITH CONSTANT COEFFICIENTS

Again, the equation is a first-order linear differential equation with


V
𝑃(𝑥) = −2 and 𝑄(𝑥) = −𝑥 − -, then 𝐼. 𝐹. = 𝑒 Q- ∫ ') = 𝑒 Q-) , thus,
V
𝑦𝑒 Q-) = ∫ :−𝑥 − ; 𝑒 Q-) 𝑑𝑥
-
V
𝑦𝑒 Q-) = − ∫ 𝑥𝑒 Q-) 𝑑𝑥 − - ∫ 𝑒 Q-) 𝑑𝑥
V V V
𝑦𝑒 Q-) = − :− - 𝑥𝑒 Q-) + - ∫ 𝑒 Q-) 𝑑𝑥; + y 𝑒 Q-)
V V V
𝑦𝑒 Q-) = - 𝑥𝑒 Q-) + y 𝑒 Q-) + y 𝑒 Q-)
V V
𝑦 = -𝑥 +-
Therefore,
V V
𝑦° = - 𝑥 + -

Then, the general solution is,


𝑦 = 𝑦! + 𝑦°
V V
𝑦 = 𝑐V 𝑒 -) + 𝑐- 𝑥𝑒 -) + - 𝑥 + -

Example(b)
Solve 𝑦 ′′′ − 𝑦 ′′ − 4𝑦 ′ + 4𝑦 = 3𝑒 Q) .
Solution:
The equation is equal to (𝐷< − 𝐷- − 4𝐷 + 4)𝑦 = 3𝑒 Q) .
The auxiliary equation is,
(𝑚< − 𝑚- − 4𝑚 + 4) = 0
(𝑚 − 1)(𝑚 − 2)(𝑚 + 2) = 0
The roots are 𝑚V = 1, 𝑚- = 2 and 𝑚< = −2.
The complementary function 𝑦W is,
𝑦! = 𝑐V 𝑒 ) + 𝑐- 𝑒 -) + 𝑐< 𝑒 Q-)
The factored form of the equation is,
(𝐷 − 1)(𝐷 − 2)(𝐷 + 2)𝑦 = 3𝑒 Q)
To find the particular integral 𝑦° by the method of reduction of order,
let 𝑧 = (𝐷 − 1)(𝐷 − 2)𝑦 and (𝐷 + 2)𝑧 = 3𝑒 Q) .
The resulting differential equation is,
(𝐷 + 2)𝑧 = 3𝑒 Q)
'7
')
+ 2𝑧 = 3𝑒 Q)

The equation is a first-order linear equation with 𝑃(𝑥) = 2 and


Q) - ∫ ') -)
𝑄(𝑥) = 3𝑒 , then 𝐼. 𝐹 = 𝑒 = 𝑒 , therefore, the solution is,
𝑧𝑒 -) = 3 ∫ 𝑒 Q) 𝑒 -) 𝑑𝑥
𝑧𝑒 -) = 3 ∫ 𝑒 ) 𝑑𝑥
𝑧𝑒 -) = 3𝑒 )
𝑧 = 3𝑒 Q)

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Substitute the obtained solution to 𝑧 = (𝐷 − 1)(𝐷 − 2)𝑦, thus,


3𝑒 Q) = (𝐷 − 1)(𝐷 − 2)𝑦
(𝐷 − 1)(𝐷 − 2)𝑦 = 3𝑒 Q)
And let (𝐷 − 1)𝑦 = 𝑣, thus,
(𝐷 − 2)𝑣 = 3𝑒 Q)
The resulting differential equation is,

')
− 2𝑣 = 3𝑒 Q)

Again, the equation is a first-order linear differential equation with


𝑃(𝑥) = −2 and 𝑄(𝑥) = 3𝑒 Q) , then 𝐼. 𝐹. = 𝑒 Q- ∫ ') = 𝑒 Q-) , thus,
𝑣𝑒 Q-) = 3 ∫ 𝑒 Q) 𝑒 Q-) 𝑑𝑥
𝑣𝑒 Q-) = 3 ∫ 𝑒 Q<) 𝑑𝑥
𝑣𝑒 Q-) = −𝑒 Q<)
𝑣 = −𝑒 Q)
Then, substitute this back to the second reduction (𝐷 − 1)𝑦 = 𝑣, thus,
(𝐷 − 1)𝑦 = −𝑒 Q)
The corresponding differential equation is,
'/
')
− 𝑦 = −𝑒 Q)

which is a first-order linear differential equation with 𝑃(𝑥) = −1 and


𝑄(𝑥) = −𝑒 Q) , then, 𝐼. 𝐹. = 𝑒 Q ∫ ') = 𝑒 Q) , thus,
𝑦𝑒 Q) = ∫(𝑒 Q) )(−𝑒 Q) )𝑑𝑥
𝑦𝑒 Q) = − ∫ 𝑒 Q-) 𝑑𝑥
V
𝑦𝑒 Q) = - 𝑒 Q-)
V
𝑦 = - 𝑒 Q)
Therefore,
V
𝑦° = - 𝑒 Q)
Then, the general solution is,
𝑦 = 𝑦! + 𝑦°
V
𝑦 = 𝑐V 𝑒 ) + 𝑐- 𝑒 -) + 𝑐< 𝑒 Q-) + - 𝑒 Q)

Example(c).
Solve 𝑦 ′′ − 𝑦 ′ − 2𝑦 = 2𝑒 Qy) + 3𝑥.
Solution:
The equation is equal to (𝐷- − 𝐷 − 2)𝑦 = 2𝑒 Qy) + 3𝑥.
The auxiliary equation is,
(𝑚- − 𝑚 − 2) = 0
(𝑚 − 2)(𝑚 + 1) = 0
The roots are 𝑚V = 2 and 𝑚- = −1.

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The complementary function 𝑦W is,


𝑦! = 𝑐V 𝑒 -) + 𝑐- 𝑒 Q)
The factored form of the equation is,
(𝐷 − 2)(𝐷 + 1)𝑦 = 2𝑒 Qy) + 3𝑥
To find the particular integral 𝑦° by the method of reduction of order, let
𝑧 = (𝐷 + 1)𝑦 and (𝐷 − 2)𝑧 = 2𝑒 Qy) + 3𝑥.
The resulting differential equation is,
(𝐷 − 2)𝑧 = 2𝑒 Qy) + 3𝑥
'7
')
− 2𝑧 = (𝐷 − 2)𝑧 = 2𝑒 Qy) + 3𝑥

The equation is a first-order linear equation with 𝑃(𝑥) = −2 and


𝑄(𝑥) = 2𝑒 Qy) + 3𝑥, then 𝐼. 𝐹 = 𝑒 Q- ∫ ') = 𝑒 Q-) , therefore, the solution is,
𝑧𝑒 Q-) = ∫(2𝑒 Qy) + 3𝑥) 𝑒 Q-) 𝑑𝑥
𝑧𝑒 Q-) = 2 ∫ 𝑒 Qµ) 𝑑𝑥 + 3 ∫ 𝑥𝑒 Q-) 𝑑𝑥
V
𝑧𝑒 Q-) = 2 :− µ; 𝑒 Qµ) + 3 ∫ 𝑥𝑒 Q-) 𝑑𝑥

For 3 ∫ 𝑥 𝑒 Q-) 𝑑𝑥, by integration by parts,


V
Let 𝑢 = 𝑥 and 𝑑𝑣 = 𝑒 Q-) 𝑑𝑥, thus, 𝑑𝑢 = 𝑑𝑥 and 𝑣 = − - 𝑒 Q-) ,
therefore,
V V
3 ∫ 𝑥 𝑒 Q-) 𝑑𝑥 = 3 :− - 𝑥𝑒 Q-) + - ∫ 𝑒 Q-) 𝑑𝑥;
< <
= − - 𝑥𝑒 Q-) − y 𝑒 Q-)
Then,
V < <
𝑧𝑒 Q-) = − < 𝑒 Qµ) − - 𝑥𝑒 Q-) − y 𝑒 Q-)
V < <
𝑧 = − < 𝑒 Qy) − - 𝑥 − y

Substitute the obtained solution to 𝑧 = (𝐷 + 1)𝑦, thus,


V < <
(𝐷 + 1)𝑦 = − 𝑒 Qy) − 𝑥 −
< - y
The resulting differential equation is,
'/ V < <
')
+ 𝑦 = − < 𝑒 Qy) − - 𝑥 − y

The equation is a first-order linear differential equation with 𝑃(𝑥) = 1


V < <
and 𝑄(𝑥) = − < 𝑒 Qy) − - 𝑥 − y, then 𝐼. 𝐹. = 𝑒 ∫ ') = 𝑒 ) .
Thus,
V < <
𝑦𝑒 ) = ∫ :− < 𝑒 Qy) − - 𝑥 − y; (𝑒 ) )𝑑𝑥
V < <
𝑦𝑒 ) = − < ∫ 𝑒 Q<) 𝑑𝑥 − - ∫ 𝑥𝑒 ) 𝑑𝑥 − y ∫ 𝑒 ) 𝑑𝑥
V < <
𝑦𝑒 ) = ¿ 𝑒 Q<) − - ∫ 𝑥𝑒 ) 𝑑𝑥 − y 𝑒 )

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For ∫ 𝑥𝑒 ) 𝑑𝑥, by integration by parts,


Let 𝑢 = 𝑥 and 𝑑𝑣 = 𝑒 ) 𝑑𝑥, thus, 𝑑𝑢 = 𝑑𝑥 and 𝑣 = 𝑒 ) , thus,
∫ 𝑥𝑒 ) 𝑑𝑥 = 𝑥𝑒 ) − ∫ 𝑒 ) 𝑑𝑥
= 𝑥𝑒 ) − 𝑒 )
Therefore,
V < <
𝑦𝑒 ) = ¿ 𝑒 Q<) − - (𝑥𝑒 ) − 𝑒 ) ) − y 𝑒 )
V < <
𝑦𝑒 ) = ¿ 𝑒 Q<) − - 𝑥𝑒 ) + y 𝑒 )
V < <
𝑦 = ¿ 𝑒 Qy) − - 𝑥 + y
Thus,
V < <
𝑦° = ¿ 𝑒 Qy) − - 𝑥 + y

Then, the general solution is,


𝑦 = 𝑦! + 𝑦°
V < <
𝑦 = 𝑐V 𝑒 -) + 𝑐- 𝑒 Q) + ¿ 𝑒 Qy) − - 𝑥 + y

12.3 The Method of Undetermined Coefficients


To find the particular integral 𝑦° of a non-homogeneous differential equation,
the method of undetermined coefficient is applicable. For the function 𝑓(𝑥), the
following cases are applicable.

Case 1: For 𝒇(𝒙) = 𝒑𝒏 (𝒙) an nth-degree polynomial in 𝑥. The particular integral is


𝑦° = 𝐴€ 𝑥 € + 𝐴€QV 𝑥 €QV + ⋯ + 𝐴V 𝑥 + 𝐴‚
where 𝐴€ , 𝐴€QV , … , 𝐴V , 𝐴‚ are constants to be determined.

Example(a).
Solve 𝑦 ′′ − 4𝑦 ′ + 4𝑦 = 2𝑥.
Solution:
The equation is equal to (𝐷- − 4𝐷 + 4)𝑦 = 2𝑥.
The complementary function is,
𝑦! = 𝑐V 𝑒 -) + 𝑐- 𝑥𝑒 -)
For the particular integral, since 𝑓(𝑥) = 𝑥, a first-degree polynomial,
the assumption is,
𝑦° = 𝐴V 𝑥 + 𝐴‚
Then, find 𝑦°′ and 𝑦°′′ , thus,
𝑦°′ = 𝐴V
𝑦°′′ = 0
Substitute to the differential equation,
0 − 4𝐴V + 4(𝐴V 𝑥 + 𝐴‚ ) = 2𝑥

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4𝐴V 𝑥 + (−4𝐴V + 4𝐴‚ ) = 2𝑥


Equating the coefficients of similar powers of 𝑥, we have,
V
4𝐴V = 2 or 𝐴V = -
V
−4𝐴V + 4𝐴‚ = 0 or 𝐴‚ = 𝐴V , 𝐴‚ = -
Thus,
𝑦° = 𝐴V 𝑥 + 𝐴‚
V V
𝑦° = - 𝑥 + -

Therefore, the solution is,


𝑦 = 𝑦! + 𝑦°
V V
𝑦 = 𝑐V 𝑒 -) + 𝑐- 𝑥𝑒 -) + - 𝑥 + -
Example(b).
Solve 𝑦 ′′ + 𝑦 ′ − 2𝑦 = 𝑥 - .
Solution:
The equation is equal to (𝐷- + 𝐷 − 2)𝑦 = 𝑥 - .
The complementary solution is,
𝑦! = 𝑐V 𝑒 ) + 𝑐- 𝑒 Q-)
For the particular integral, since 𝑓(𝑥) = 𝑥 - , a second-degree polynomial,
the assumption is,
𝑦° = 𝐴- 𝑥 - + 𝐴V 𝑥 + 𝐴‚
Then, find 𝑦°′ and 𝑦°′′ , thus,
𝑦°′ = 2𝐴- 𝑥 + 𝐴V
𝑦°′′ = 2𝐴-
Substitute to the differential equation,
2𝐴- + (2𝐴- 𝑥 + 𝐴V ) − 2(𝐴- 𝑥 - + 𝐴V 𝑥 + 𝐴‚ ) = 𝑥 -
−2𝐴- 𝑥 - + (2𝐴- − 2𝐴V )𝑥 + (2𝐴- + 𝐴V − 2𝐴‚ ) = 𝑥 -
Equating the coefficients of similar powers of 𝑥, we have,
V
−2𝐴- = 1 or 𝐴- = − -
V
2𝐴- − 2𝐴V = 0 or 𝐴V = 𝐴- , 𝐴V = − -
-Ç( kÇ} <
2𝐴- + 𝐴V − 2𝐴‚ = 0 or 𝐴‚ = -
, 𝐴‚ = − y
Thus,
V V <
𝑦° = − - 𝑥 - − - 𝑥 − y

Therefore, the solution is,


𝑦 = 𝑦! + 𝑦°
V V <
𝑦 = 𝑐V 𝑒 ) + 𝑐- 𝑒 Q-) − - 𝑥 - − - 𝑥 − y

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Case 2: For 𝒇(𝒙) = 𝒌𝒆𝒂𝒙 where 𝑘 and 𝑎 are known constants. The particular
integral is
𝑦° = 𝐴𝑒 `)
where 𝐴 is a constant to be determined.

Example(a).
Solve 𝑦 ′′ + 2𝑦 ′ − 3𝑦 = 𝑒 -) .
Solution:
The equation is equal to (𝐷- + 2𝐷 − 3)𝑦 = 𝑒 -) .
The complementary function is,
𝑦! = 𝑐V 𝑒 ) + 𝑐- 𝑒 Q<)
For the particular integral, since 𝑓(𝑥) = 𝑒 -) , the assumption is,
𝑦° = 𝐴𝑒 -)
Then, find 𝑦°′ and 𝑦°′′ , thus,
𝑦°′ = 2𝐴𝑒 -)
𝑦°′′ = 4𝐴𝑒 -)
Substitute to the differential equation,
4𝐴𝑒 -) + 2(2𝐴𝑒 -) ) − 3𝐴𝑒 -) = 𝑒 -)
5𝐴𝑒 -) = 𝑒 -)
V
𝐴=A
Thus,
V
𝑦° = A 𝑒 -)
Therefore, the solution is,
𝑦 = 𝑦! + 𝑦°
V
𝑦 = 𝑐V 𝑒 ) + 𝑐- 𝑒 Q<) + A 𝑒 -)

Example(b).
Solve 𝑦 ′′′ − 𝑦 ′′ − 4𝑦 ′ + 4𝑦 = 3𝑒 Q) .
Solution:
The equation is (𝐷< − 𝐷- − 4𝐷 + 4)𝑦 = 3𝑒 Q) .
The complementary function is,
𝑦! = 𝑐V 𝑒 ) + 𝑐- 𝑒 -) + 𝑐< 𝑒 Q-)
For the particular integral, since 𝑓(𝑥) = 3𝑒 Q) , the assumption is,
𝑦° = 𝐴𝑒 Q)
Then, find 𝑦°′ and 𝑦°′′ , thus,
𝑦°′ = −𝐴𝑒 Q)
𝑦°′′ = 𝐴𝑒 Q)
𝑦°′′′ = −𝐴𝑒 Q)
Substitute to the differential equation,
−𝐴𝑒 Q) − 𝐴𝑒 Q) − 4(−𝐴𝑒 Q) ) + 4(𝐴𝑒 Q) ) = 3𝑒 Q)

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V
𝐴=-
Thus,
V
𝑦° = - 𝑒 Q)
Therefore, the solution is,
𝑦 = 𝑦! + 𝑦°
V
𝑦 = 𝑐V 𝑒 ) + 𝑐- 𝑒 -) + 𝑐< 𝑒 Q-) + - 𝑒 Q)

Case 3: For 𝒇(𝒙) = 𝒌𝟏 𝐬𝐢𝐧 𝒂𝒙 + 𝒌𝟐 𝐜𝐨𝐬 𝒂𝒙 where 𝑘V , 𝑘- and 𝑎 are known constants.
The particular integral is,
𝑦° = 𝐴 sin 𝑎𝑥 + 𝐵 cos 𝑎𝑥
where 𝐴 and 𝐵 are constants to be determined.

Example(a).
Solve 𝑦 ′′ − 5𝑦 ′ + 6𝑦 = sin 3𝑥.
Solution:
The equation is equal to (𝐷- − 5𝐷 + 6)𝑦 = sin 3𝑥.
The complementary function is,
𝑦! = 𝑐V 𝑒 -) + 𝑐- 𝑒 <)
For the particular integral, since 𝑓(𝑥) = sin 3𝑥 the assumption is,
𝑦° = 𝐴 sin 3𝑥 + 𝐵 cos 3𝑥
Then, find 𝑦°′ and 𝑦°′′ , thus,
𝑦°′ = 3𝐴 cos 3𝑥 − 3𝐵 sin 3𝑥
𝑦°′′ = −9𝐴 sin 3𝑥 − 9𝐵 cos 3𝑥
Substitute to the differential equation,
−9𝐴 sin 3𝑥 − 9𝐵 cos 3𝑥 − 5(3𝐴 cos 3𝑥 − 3𝐵 sin 3𝑥) + 6(𝐴 sin 3𝑥 + 𝐵 cos 3𝑥) = sin 3𝑥
(−3𝐴 + 15𝐵) sin 3𝑥 + (−15𝐴 − 3𝐵) cos 3𝑥 = sin 3𝑥
Equating the coefficients of like terms, we have,
−3𝐴 + 15𝐵 = 1
−15𝐴 − 3𝐵 = 0
Solving the two equations,
V A
𝐴 = − ¶· and 𝐵 = ¶·
Thus,
V A
𝑦° = − ¶· sin 3𝑥 + ¶· cos 3𝑥
Therefore, the solution is,
𝑦 = 𝑦! + 𝑦°
V A
𝑦 = 𝑐V 𝑒 -) + 𝑐- 𝑒 <) − ¶· sin 3𝑥 + ¶· cos 3𝑥

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Case 4: For 𝒇(𝒙) = 𝒆𝒂𝒙 𝒑𝒏 (𝒙), a product of polynomial and exponential function, where
𝑎 is a known constant. The particular integral is,
𝑦° = 𝑒 `) (𝐴€ 𝑥 € + 𝐴€QV 𝑥 €QV + ⋯ + 𝐴V 𝑥 + 𝐴‚ )
where 𝐴 is a constant to be determined.

Example(a).
Solve 𝑦 ′′ − 9𝑦 = 𝑥 - 𝑒 -) .
Solution:
The equation is equal to (𝐷- − 9)𝑦 = 𝑥 - 𝑒 -) .
The complementary solution is,
𝑦! = 𝑐V 𝑒 <) + 𝑐- 𝑒 Q<)
For the particular integral, since 𝑓(𝑥) = 𝑥 - 𝑒 -) , the assumption is,
𝑦° = 𝑒 -) (𝐴- 𝑥 - + 𝐴V 𝑥 + 𝐴‚ )
𝑦° = 𝐴- 𝑥 - 𝑒 -) + 𝐴V 𝑥𝑒 -) + 𝐴‚ 𝑒 -)
Then, find 𝑦°′ and 𝑦°′′ , thus,
𝑦°′ = 2𝐴- 𝑥 - 𝑒 -) + 2𝐴- 𝑥𝑒 -) + 2𝐴V 𝑥𝑒 -) + 𝐴V 𝑒 -) + 2𝐴‚ 𝑒 -)
𝑦°′′ = 4𝐴- 𝑥 - 𝑒 -) + 8𝐴- 𝑥𝑒 -) + 2𝐴- 𝑒 -) + 4𝐴V 𝑥𝑒 -) + 4𝐴V 𝑒 -) + 4𝐴‚ 𝑒 -)
Substitute to the differential equation,
(𝐷- − 9)𝑦 = 𝑥 - 𝑒 -)
4𝐴- 𝑥 - 𝑒 -) + 8𝐴- 𝑥𝑒 -) + 2𝐴- 𝑒 -) + 4𝐴V 𝑥𝑒 -) + 4𝐴V 𝑒 -) + 4𝐴‚ 𝑒 -) −
9[𝐴- 𝑥 - 𝑒 `) + 𝐴V 𝑥𝑒 `) + 𝐴‚ 𝑒 `) ] = 𝑥 - 𝑒 -)
−5𝐴- 𝑥 - + 8𝐴- 𝑥 + 2𝐴- − 5𝐴V 𝑥 + 4𝐴V − 5𝐴‚ = 𝑥 -
Equating the coefficients of like terms, we have,
−5𝐴- = 1
V
𝐴- = − A

8𝐴- − 5𝐴V = 0
V
8 :− A; − 5𝐴V = 0
·
𝐴V = − -A

2𝐴- + 4𝐴V − 5𝐴‚ = 0


V ·
2 :− A; + 4 :− -A; − 5𝐴‚ = 0
y-
𝐴‚ = − V-A
Thus,
V · y-
𝑦° = − A 𝑥 - 𝑒 -) − -A 𝑥𝑒 -) − V-A 𝑒 -)

Therefore, the solution is,


V · y-
𝑦 = 𝑐V 𝑒 <) + 𝑐- 𝑒 Q<) − A 𝑥 - 𝑒 -) − -A 𝑥𝑒 -) − V-A 𝑒 -)

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12.4 The Method of Variation of Parameters


Variation of parameters is another method of finding the particular solution of a
certain non-homogeneous differential equation.
Given the complementary function,
𝑦! = 𝑐V 𝑦(𝑥)V + 𝑐- 𝑦(𝑥)- + ⋯ + 𝑐€ 𝑦(𝑥)€
The particular integral has the form,
𝑦° = 𝑣V 𝑦V + 𝑣- 𝑦- + ⋯ + 𝑣€ 𝑦€
To solve for 𝑣V , 𝑣- , 𝑣< , … solve the following linear equation simultaneously,
𝑣V′ 𝑦V + 𝑣-′ 𝑦- + ⋯ + 𝑣€′ 𝑦€ = 0
𝑣V′ 𝑦V′ + 𝑣-′ 𝑦-′ + ⋯ + 𝑣€′ 𝑦€′ = 0
.
.
(€Q-) (€Q-) (€Q-)
𝑣V′ 𝑦V + 𝑣-′ 𝑦- + ⋯ + 𝑣€′ 𝑦€ =0
(€QV) (€QV) (€QV)
𝑣V′ 𝑦V + 𝑣-′ 𝑦- + ⋯ + 𝑣€′ 𝑦€ = 𝑓(𝑥)
For special cases where 𝑛 = 3, we have
𝑣V′ 𝑦V + 𝑣-′ 𝑦- + 𝑣<′ 𝑦< = 0
𝑣V′ 𝑦V′ + 𝑣-′ 𝑦-′ + 𝑣<′ 𝑦<′ = 0
𝑣V′ 𝑦V′′ + 𝑣-′ 𝑦-′′ + 𝑣<′ 𝑦<′′ = 𝑓(𝑥)
For 𝑛 = 2,
𝑣V′ 𝑦V + 𝑣-′ 𝑦- = 0
𝑣V′ 𝑦V′ + 𝑣-′ 𝑦-′ = 𝑓(𝑥)
Example(a).
Solve 𝑦 ′′ + 2𝑦 ′ − 3𝑦 = 𝑒 -) .
Solution:
The equation is equal to (𝐷- + 2𝐷 − 3)𝑦 = 𝑒 -) .
The complementary function is,
𝑦! = 𝑐V 𝑒 ) + 𝑐- 𝑒 Q<)
For the particular integral, by variation of parameters, we have
𝑦° = 𝑣V 𝑒 ) + 𝑣- 𝑒 Q<)
Since, 𝑦V = 𝑒 ) and 𝑦- = 𝑒 Q<) , thus, 𝑦V′ = 𝑒 ) and 𝑦-′ = −3𝑒 Q<) ,
substituting to the systems of equation for 𝑛 = 2,
𝑣V′ 𝑒 ) + 𝑣-′ 𝑒 Q<) = 0
𝑣V′ 𝑒 ) + 𝑣-′ (−3𝑒 Q<) ) = 𝑒 -)
Solving the equation simultaneously, we have,
V
𝑣V′ = 𝑒 )
y
V
𝑣-2 = − y 𝑒 A)

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Then, find for 𝑣V and 𝑣- by integrating 𝑣V′ and 𝑣-′ with respect to 𝑥,
thus,
V V
𝑣V = y ∫ 𝑒 ) 𝑑𝑥 = y 𝑒 )
V V
𝑣- = − y ∫ 𝑒 A) 𝑑𝑥 = − -‚ 𝑒 A)

Substitute the values of 𝑣V and 𝑣- to 𝑦° = 𝑣V 𝑒 ) + 𝑣- 𝑒 Q<) ,


V V
𝑦° = :y 𝑒 ) ; 𝑒 ) + :− -‚ 𝑒 A) ; 𝑒 Q<)
V V V
𝑦° = y 𝑒 -) − -‚ 𝑒 -) = A 𝑒 -)

Therefore, the general solution is,


𝑦 = 𝑦! + 𝑦°
V
𝑦 = 𝑐V 𝑒 ) + 𝑐- 𝑒 Q<) + A 𝑒 -)
Example(b).
Solve 𝑦 ′′ − 𝑦 ′ − 2𝑦 = 2𝑒 Qy) + 3𝑥.
Solution:
The equation is equal to (𝐷- − 𝐷 − 2)𝑦 = 2𝑒 Qy) + 3𝑥.
The complementary function is,
𝑦! = 𝑐V 𝑒 -) + 𝑐- 𝑒 Q)
For the particular integral, by variation of parameters, we have
𝑦° = 𝑣V 𝑒 -) + 𝑣- 𝑒 Q)
Since, 𝑦V = 𝑒 -) and 𝑦- = 𝑒 Q) , thus, 𝑦V′ = 2𝑒 -) and 𝑦-′ = −𝑒 Q) ,
substituting to the systems of equation for 𝑛 = 2,
𝑣V′ 𝑒 -) + 𝑣-′ 𝑒 Q) = 0
𝑣V′ (2𝑒 -) ) + 𝑣-′ (−𝑒 Q) ) = 2𝑒 Qy) + 3𝑥
Solving the equation simultaneously, we have,
-
𝑣V′ = < 𝑒 Qµ) + 𝑥𝑒 Q-)
-
𝑣-′ = − < 𝑒 Q<) − 𝑥𝑒 )

Then, find for 𝑣V and 𝑣- by integrating 𝑣V′ and 𝑣-′ with respect to 𝑥,
thus,
- V V V
𝑣V = < ∫ 𝑒 Qµ) 𝑑𝑥 + ∫ 𝑥𝑒 Q-) 𝑑𝑥 = − ¿ 𝑒 Qµ) − - 𝑥𝑒 Q-) − y 𝑒 Q-)
- -
𝑣- = − < ∫ 𝑒 Q<) 𝑑𝑥 − ∫ 𝑥𝑒 ) 𝑑𝑥 = ¿ 𝑒 Q<) − 𝑥𝑒 ) + 𝑒 )

Substitute the values of 𝑣V and 𝑣- to 𝑦° = 𝑣V 𝑒 -) + 𝑣- 𝑒 Q) ,


V V V -
𝑦° = :− ¿ 𝑒 Qµ) − - 𝑥𝑒 Q-) − y 𝑒 Q-) ; 𝑒 -) + :¿ 𝑒 Q<) − 𝑥𝑒 ) + 𝑒 ) ; 𝑒 Q)
V < <
𝑦° = ¿ 𝑒 Qy) − - 𝑥 + y

The general solution is,


𝑦 = 𝑦! + 𝑦°
V < <
𝑦 = 𝑐V 𝑒 -) + 𝑐- 𝑒 Q) + ¿ 𝑒 Qy) − - 𝑥 + y

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Example(c).
Solve 𝑦 ′′′ + 2𝑦 ′′ − 𝑦 ′ − 2𝑦 = 3𝑥.
Solution:
The equation is equal to (𝐷< + 2𝐷- − 𝐷 − 2)𝑦 = 3𝑥.
The complementary function is,
𝑦! = 𝑐V 𝑒 ) + 𝑐- 𝑒 Q) + 𝑐< 𝑒 Q-)
For the particular integral, by variation of parameters, we have
𝑦° = 𝑣V 𝑒 ) + 𝑣- 𝑒 Q) + 𝑣< 𝑒 Q-)
Since, 𝑦V = 𝑒 ) , 𝑦- = 𝑒 Q) and 𝑦< = 𝑒 Q-) , thus,
𝑦V′ = 𝑒 ) , 𝑦-′ = −𝑒 Q) and 𝑦<′ = −2𝑒 Q-) , and
𝑦V′′ = 𝑒 ) , 𝑦-′′ = 𝑒 Q) and 𝑦<′′ = 4𝑒 Q-)
Substituting to the systems of equation for 𝑛 = 3,
𝑣V′ 𝑒 ) + 𝑣-′ 𝑒 Q) + 𝑣<′ 𝑒 Q-) = 0
𝑣V′ 𝑒 ) + 𝑣-′ (−𝑒 Q) ) + 𝑣<′ (−2𝑒 Q-) ) = 0
𝑣V′ 𝑒 ) + 𝑣-′ 𝑒 Q) + 𝑣<′ (4𝑒 Q-) ) = 3𝑥
Solving the equation simultaneously, we have,
V
𝑣V′ = - 𝑥𝑒 Q)
<
𝑣-′ = − - 𝑥𝑒 )

𝑣<′ = 𝑥𝑒 -)
Then, find for 𝑣V , 𝑣- and 𝑣< by integrating 𝑣V′ , 𝑣-′ and 𝑣<′ with
respect to 𝑥, thus,
V V V
𝑣V = - ∫ 𝑥𝑒 Q) 𝑑𝑥 = − - 𝑥𝑒 Q) − - 𝑒 Q)
< < <
𝑣- = − - ∫ 𝑥𝑒 ) 𝑑𝑥 = − - 𝑥𝑒 ) + - 𝑒 )
V V
𝑣< = ∫ 𝑥𝑒 -) 𝑑𝑥 = - 𝑥𝑒 -) − y 𝑒 -)

Substitute the values of 𝑣V , 𝑣- and 𝑣< to 𝑦° = 𝑣V 𝑒 ) + 𝑣- 𝑒 Q) +


𝑣< 𝑒 Q-) ,
V V < < V V
𝑦° = :− - 𝑥𝑒 Q) − - 𝑒 Q) ; 𝑒 ) + :− - 𝑥𝑒 ) + - 𝑒 ) ; 𝑒 Q) + :- 𝑥𝑒 -) − y 𝑒 -) ; 𝑒 Q-)
V V < < V V
𝑦° = − - 𝑥 − - − - 𝑥 + - + - 𝑥 − y
< <
𝑦° = − - 𝑥 + y

Therefore, the general solution is,


𝑦 = 𝑦! + 𝑦°
< <
𝑦 = 𝑐V 𝑒 ) + 𝑐- 𝑒 Q) + 𝑐< 𝑒 Q-) − - 𝑥 + y

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12.5 Short Methods


Another way in determining a particular integral of a linear differential equation
with constant coefficients is the method that will be discussed in this section.
V
For a linear differential equation 𝐹(𝐷)𝑦 = 𝑓(𝑥), then, 𝑦 = '(H) 𝑓(𝑥). The
following can be considered for the values of 𝑓(𝑥).

a. If 𝒇(𝒙) is in the form of 𝒆𝒂𝒙 , then,


V V
𝑦° = '(H) 𝑒 `) = '(`) 𝑒 `)

Example(a)
Solve 𝑦 ′′ + 2𝑦 ′ − 3𝑦 = 𝑒 -) .
Solution:
The equation is equal to (𝐷- + 2𝐷 − 3)𝑦 = 𝑒 -) .
The complementary function is,
𝑦! = 𝑐V 𝑒 ) + 𝑐- 𝑒 Q<)
The particular integral is,
V
𝑦° = (HQV)(Hk<) 𝑒 -)
V V
𝑦° = (-QV)(-k<) 𝑒 -) = A 𝑒 -)

Therefore, the general solution is,


𝑦 = 𝑦! + 𝑦°
V
𝑦 = 𝑐V 𝑒 ) + 𝑐- 𝑒 Q<) + A 𝑒 -)

Example(b).
Solve 𝑦 ′′′ − 𝑦 ′′ − 4𝑦 ′ + 4𝑦 = 3𝑒 Q) .
Solution:
The equation is equal to (𝐷< − 𝐷- − 4𝐷 + 4)𝑦 = 3𝑒 Q) .
The complementary function is,
𝑦! = 𝑐V 𝑒 ) + 𝑐- 𝑒 -) + 𝑐< 𝑒 Q-)
The particular integral is,
<
𝑦° = (HQV)(HQ-)(Hk-) 𝑒 Q)
< V
𝑦° = (QVQV)(QVQ-)(QVk-) 𝑒 Q) = - 𝑒 Q)

Therefore, the general solution is,


𝑦 = 𝑦! + 𝑦°
V
𝑦 = 𝑐V 𝑒 ) + 𝑐- 𝑒 -) + 𝑐< 𝑒 Q-) + - 𝑒 Q)

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b. If 𝒇(𝒙) is in the form of 𝐬𝐢𝐧 (𝒂𝒙 + 𝒃) or 𝐜𝐨𝐬 (𝒂𝒙 + 𝒃), then,


V V
𝑦° = '(H( ) sin(𝑎𝑥 + 𝑏) = '(Q`( ) sin(𝑎𝑥 + 𝑏)
V V
𝑦° = '(H( ) cos(𝑎𝑥 + 𝑏) = '(Q`( ) cos(𝑎𝑥 + 𝑏)

Example(a)
Solve 𝑦 ′′ + 4𝑦 = cos 4𝑥.
Solution:
The equation is equal to (𝐷- + 4)𝑦 = cos 4𝑥.
The complementary function is,
𝑦! = 𝑐V cos 2𝑥 + 𝑐- sin 2𝑥
The particular integral is,
V
𝑦° = (H( ky) cos 4𝑥
V
𝑦° = [Q(y( )ky] cos 4𝑥
V
𝑦° = − V- cos 4𝑥

The general solution is,


𝑦 = 𝑦! + 𝑦°
V
𝑦 = 𝑐V cos 2𝑥 + 𝑐- sin 2𝑥 − V- cos 4𝑥

Example(b)
Solve 𝑦 ′′ − 5𝑦 ′ + 6𝑦 = sin 3𝑥.
Solution:
The equation is equal to (𝐷- − 5𝐷 + 6)𝑦 = sin 3𝑥.
The complementary function is,
𝑦! = 𝑐V 𝑒 -) + 𝑐- 𝑒 <)
The particular integral is,
V
𝑦° = (HQ-)(HQ<) sin 3𝑥
V
The operator is not of the form '(H ( )
, thus, we can manipulate the
denominator to obtain the desired operator, thus, we can multiply the
numerator and denominator by (𝐷 + 2)(𝐷 + 3).
Therefore,
V (Hk-)(Hk<)
𝑦° = (HQ-)(HQ<) ∙ (Hk-)(Hk<) sin 3𝑥

H ( kAHkµ
𝑦° = (H( Qy)(H( Q¿) sin 3𝑥
Then,
H ( kAHkµ
𝑦° = [Q(<( )Qy][Q(<()Q¿] sin 3𝑥
V
𝑦° = -<y (𝐷- + 5𝐷 + 6) sin 3𝑥

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V
𝑦° = -<y {[𝐷- (sin 3𝑥)] + [5𝐷(sin 3𝑥)] + 6 sin 3𝑥}
V
𝑦° = -<y [−9 sin 3𝑥 + 5(3 cos 3𝑥) + 6 sin 3𝑥 ]
V A V
𝑦° = − sin 3𝑥 + cos 3𝑥 + sin 3𝑥
-µ ¶· <¿
V A
𝑦° = − ¶· sin 3𝑥 + ¶· cos 3𝑥

Therefore, the general solution is,


𝑦 = 𝑦! + 𝑦°
V A
𝑦 = 𝑐V 𝑒 -) + 𝑐- 𝑒 <) − ¶· sin 3𝑥 + ¶· cos 3𝑥

c. If 𝒇(𝒙) is in the form of 𝒙𝒏 , then,


V
𝑦° = '(H) 𝑥 € = (𝑎‚ + 𝑎V 𝐷 + 𝑎- 𝐷- + ⋯ + 𝑎€ 𝐷€ )𝑥 €
V V
where '(H)
= 𝑎‚ + 𝑎V 𝐷 + 𝑎- 𝐷- + ⋯ + 𝑎€ 𝐷€ and is obtained by expanding '(H)
in
ascending powers of 𝐷.
Example(a)
Solve 𝑦 ′′ + 𝑦 ′ − 2𝑦 = 𝑥 - .
Solution:
The equation is equal to (𝐷- + 𝐷 − 2)𝑦 = 𝑥 - .
The complementary solution is,
𝑦! = 𝑐V 𝑒 ) + 𝑐- 𝑒 Q-)
The particular integral is,
V
𝑦° = (H( kHQ-) 𝑥 -

By expanding the terms,


V V V V <
(H ( kHQ-)
= (Q-kHkH( ) = − - − y 𝐷 − · 𝐷-

Then,
V V <
𝑦° = :− - − y 𝐷 − · 𝐷- ; 𝑥 -
V V <
𝑦° = − - 𝑥 - − y 𝐷(𝑥 - ) − · 𝐷- (𝑥 - )
V V <
𝑦° = − - 𝑥 - − y (2𝑥) − · (2)
V V <
𝑦° = − - 𝑥 - − - 𝑥 − y

The general solution is,


𝑦 = 𝑦! + 𝑦°
V V <
𝑦 = 𝑐V 𝑒 ) + 𝑐- 𝑒 Q-) − - 𝑥 - − - 𝑥 − y

Example(b).
Solve 𝑦 ′′ − 𝑦 ′ − 2𝑦 = 2𝑒 Qy) + 3𝑥.
Solution:
The equation is equal to (𝐷- − 𝐷 − 2)𝑦 = 2𝑒 Qy) + 3𝑥.

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The complementary function is,


𝑦! = 𝑐V 𝑒 -) + 𝑐- 𝑒 Q)
The particular integral is,
- <
𝑦° = (HQ-)(HkV) 𝑒 Qy) + (H( QHQ-) 𝑥
<
For (H ( QHQ-)
𝑥, expand the terms,
< < V V < <
(H ( QHQ-)
= (Q-QHkH( ) = 3 :− - + y 𝐷; = − - + y 𝐷

Then,
- < <
𝑦° = (QyQ-)(QykV) 𝑒 Qy) + :− - + y 𝐷; 𝑥
V < <
𝑦° = ¿ 𝑒 Qy) − - 𝑥 + y 𝐷(𝑥)
V < <
𝑦° = ¿ 𝑒 Qy) − - 𝑥 + y

The general solution is,


𝑦 = 𝑦! + 𝑦°
V < <
𝑦 = 𝑐V 𝑒 -) + 𝑐- 𝑒 Q) + ¿ 𝑒 Qy) − - 𝑥 + y

d. If 𝒇(𝒙) is in the form of 𝒆𝒂𝒙 𝑮(𝒙), then,


V V
𝑦° = '(H) 𝑒 `) 𝐺(𝑥) = 𝑒 `) '(Hk`) 𝐺(𝑥)

Example(a).
Solve 𝑦 ′′ − 9𝑦 = 𝑥 - 𝑒 -) .
Solution:
The equation is equal to (𝐷- − 9)𝑦 = 𝑥 - 𝑒 -) .
The complementary solution is,
𝑦! = 𝑐V 𝑒 <) + 𝑐- 𝑒 Q<)
The particular integral is,
V V
𝑦° = H( Q¿ 𝑥 - 𝑒 -) = 𝑒 -) (Hk-)( Q¿ 𝑥 -
V
𝑦° = 𝑒 -) H( kyHQA 𝑥 -
V V V y -V
Then, the expansion of H ( kyHQA
= QAkyHkH( is :− A − -A 𝐷 − V-A 𝐷- ;,
thus,
V y -V
𝑦° = 𝑒 -) :− A − -A 𝐷 − V-A 𝐷- ; 𝑥 -
V y -V
𝑦° = 𝑒 -) Š− A 𝑥 - − -A 𝐷(𝑥 - ) − V-A 𝐷- (𝑥 - )‹
V y -V
𝑦° = 𝑒 -) Š− A 𝑥 - − -A (2𝑥) − V-A (2)‹
V · y-
𝑦° = 𝑒 -) Š− A 𝑥 - − -A 𝑥 − V-A‹
V · y-
𝑦° = − A 𝑥 - 𝑒 -) − -A 𝑥𝑒 -) − V-A 𝑒 -)

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CHAPTER 12 CHAPTER 12NON-HOMOGENEOUS LINEAR DIFFERENTIAL EQUATIONS
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The general solution is,


V · y-
𝑦 = 𝑐V 𝑒 <) + 𝑐- 𝑒 Q<) − A 𝑥 - 𝑒 -) − -A 𝑥𝑒 -) − V-A 𝑒 -)

e. If 𝒇(𝒙) is in the form of 𝒙𝑮(𝒙), then,


V V ' ′ (H)
𝑦° = '(H) 𝑥𝐺 = 𝑥 '(H) 𝐺(𝑥) − ['(H)]( 𝐺(𝑥)

Example(a).
Solve 𝑦 ′′ + 2𝑦 ′ − 3𝑦 = 𝑥 cos 2𝑥.
Solution:
The equation is equal to (𝐷- + 2𝐷 − 3)𝑦 = 𝑥 cos 2𝑥.
The complementary function is,
𝑦! = 𝑐V 𝑒 ) + 𝑐- 𝑒 Q<)
The particular integral is,
V V -Hk-
𝑦° = H( k-HQ< 𝑥 cos 2𝑥 = 𝑥 H( k-HQ< cos 2𝑥 − (H( k-HQ<)( cos 2𝑥
V -Hk-
𝑦° = 𝑥 Q(-( )k-HQ< cos 2𝑥 − H‰ kyH4 Q-H( QV-Hk¿ cos 2𝑥
V -Hk-
𝑦° = 𝑥 -HQ¶ cos 2𝑥 − H‰ kyH4 Q-H( QV-Hk¿ cos 2𝑥
V -Hk¶ -Hk-
𝑦° = 𝑥 -HQ¶ ∙ -Hk¶ cos 2𝑥 − H( H( kyH( HQ-H( QV-Hk¿ cos 2𝑥
-Hk¶ -Hk-
𝑦° = 𝑥 yH( Qy¿ cos 2𝑥 − [Q(-()][Q(-( )]ky[Q(-()]HQ-[Q(-( )]QV-Hk¿ cos 2𝑥
-Hk¶ -Hk-
𝑦° = 𝑥 y[Q(-( )]Qy¿ cos 2𝑥 − Q-·Hk<< cos 2𝑥
-Hk¶ V
𝑦° = 𝑥 cos 2𝑥 + [2𝐷(cos 2𝑥) + 2 cos 2𝑥]
QµA -·HQ<<
) V
𝑦° = − µA [2𝐷(cos 2𝑥) + 7 cos 2𝑥] + -·HQ<< [2(−2 sin 2𝑥) + 2 cos 2𝑥 ]
) V
𝑦° = − µA [2(−2 sin 2𝑥) + 7 cos 2𝑥 ] + -·HQ<< (−4 sin 2𝑥 + 2 cos 2𝑥)
)
𝑦° = − µA (−4 sin 2𝑥 + 7 cos 2𝑥) +
V -·Hk<<
∙ (−4 sin 2𝑥 + 2 cos 2𝑥)
-·HQ<< -·Hk<<
y ¶ -·Hk<<
𝑦° = µA 𝑥 sin 2𝑥 − µA 𝑥 cos 2𝑥 + ¶·yH( QV,‚·¿ (−4 sin 2𝑥 + 2 cos 2𝑥)
y ¶ -·Hk<<
𝑦° = µA 𝑥 sin 2𝑥 − µA 𝑥 cos 2𝑥 + ¶·y[Q(-()]QV,‚·¿ (−4 sin 2𝑥 + 2 cos 2𝑥)
y ¶ -·Hk<<
𝑦° = µA 𝑥 sin 2𝑥 − µA 𝑥 cos 2𝑥 + (−4 sin 2𝑥 + 2 cos 2𝑥)
Qy,--A
y ¶ V
𝑦° = µA 𝑥 sin 2𝑥 − µA 𝑥 cos 2𝑥 − y,--A [28𝐷(−4 sin 2𝑥 + 2 cos 2𝑥) +

33(−4 sin 2𝑥 + 2 cos 2𝑥)]


y ¶ V
𝑦° = µA 𝑥 sin 2𝑥 − µA 𝑥 cos 2𝑥 − y,--A [28(−8 cos 2𝑥 − 4 sin 2𝑥)] −

132 sin 2𝑥 + 66 cos 2𝑥

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CHAPTER 12 CHAPTER 12NON-HOMOGENEOUS LINEAR DIFFERENTIAL EQUATIONS
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y ¶ --y VV-
𝑦° = µA 𝑥 sin 2𝑥 − µA 𝑥 cos 2𝑥 + y,--A cos 2𝑥 + y,--A sin 2𝑥 +
V<- µµ
y,--A
sin 2𝑥 − y,--A cos 2𝑥
y ¶ VA· -yy
𝑦° = µA 𝑥 sin 2𝑥 − µA 𝑥 cos 2𝑥 + y,--A cos 2𝑥 + y,--A sin 2𝑥
V -
𝑦° = µA 𝑥(4 sin 2𝑥 − 7 cos 2𝑥) + y,--A (79 cos 2𝑥 + 122 sin 2𝑥)

The general solution is,


𝑦 = 𝑦! + 𝑦°
V -
𝑦 = 𝑐V 𝑒 ) + 𝑐- 𝑒 Q<) + µA 𝑥(4 sin 2𝑥 − 7 cos 2𝑥) + y,--A (79 cos 2𝑥 + 122 sin 2𝑥)

12.6 Initial Value Problems for Linear Differential Equations


Initial value problems can be solved by applying the given initial conditions to the
general solution of the differential equation.
Example(a).
Solve 𝑦 ′′ + 2𝑦 ′ − 3𝑦 = 𝑒 -) , 𝑦(0) = 1, 𝑦 ′ (0) = 2.
Solution:
The general solution of the differential equation is,
V
𝑦 = 𝑐V 𝑒 ) + 𝑐- 𝑒 Q<) + A 𝑒 -)
Then,
-
𝑦 ′ = 𝑐V 𝑒 ) − 3𝑐- 𝑒 Q<) + A 𝑒 -)

Applying the first initial condition 𝑦(0) = 1,


V
𝑦 = 𝑐V 𝑒 ) + 𝑐- 𝑒 Q<) + A 𝑒 -)
V
𝑦(0) = 𝑐V 𝑒 ‚ + 𝑐- 𝑒 Q<(‚) + A 𝑒 -(‚) = 1
y
𝑐V + 𝑐- = A → eqn. 1

Applying the second initial condition 𝑦 ′ (0) = 2


-
𝑦 ′ = 𝑐V 𝑒 ) − 3𝑐- 𝑒 Q<) + A 𝑒 -)
-
𝑦 ′ (0) = 𝑐V 𝑒 ‚ − 3𝑐- 𝑒 Q<(‚) + A 𝑒 -(‚) = 2
·
𝑐V − 3𝑐- = A → eqn. 2

Solving equations 1 and 2 simultaneously, we find that 𝑐V = 1 and


V
𝑐- = − A, thus, the solution is,
V V
𝑦 = 𝑒 ) − A 𝑒 Q<) + A 𝑒 -)

Example(b).
Solve 𝑦 ′′ + 𝑦 ′ − 2𝑦 = 𝑥 - , 𝑦(0) = 1 and 𝑦 ′ (0) = 4.
Solution:
The general solution is,
V V <
𝑦 = 𝑐V 𝑒 ) + 𝑐- 𝑒 Q-) − - 𝑥 - − - 𝑥 − y

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CHAPTER 12 CHAPTER 12NON-HOMOGENEOUS LINEAR DIFFERENTIAL EQUATIONS
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Then,
V
𝑦 ′ = 𝑐V 𝑒 ) − 2𝑐- 𝑒 Q-) − 𝑥 − -

Applying the first initial condition 𝑦(0) = 1,


V V <
𝑦 = 𝑐V 𝑒 ) + 𝑐- 𝑒 Q-) − - 𝑥 - − - 𝑥 − y
V V <
𝑦(0) = 𝑐V 𝑒 ‚ + 𝑐- 𝑒 Q-(‚) − - (0)- − - (0) − y = 1

𝑐V + 𝑐- = y → eqn. 1

Applying the second initial condition 𝑦 ′ (0) = 4,


V
𝑦 ′ = 𝑐V 𝑒 ) − 2𝑐- 𝑒 Q-) − 𝑥 − -
V
𝑦(0) = 𝑐V 𝑒 ‚ − 2𝑐- 𝑒 Q-(‚) − (0) − = 4
-
¿
𝑐V − 2𝑐- = - → eqn. 2
·
Solving equations 1 and 2 simultaneously, we find that 𝑐V = < and 𝑐- =
VV
− V-, thus, the solution is,
· VV V V <
𝑦 = < 𝑒 ) − V- 𝑒 Q-) − - 𝑥 - − - 𝑥 − y

Example(c).
V
Solve 𝑦 ′′ − 5𝑦 ′ + 6𝑦 = sin 3𝑥 , 𝑦(0) = 2, 𝑦 ′ (0) = -.
Solution:
The general solution is,
V A
𝑦 = 𝑐V 𝑒 -) + 𝑐- 𝑒 <) − ¶· sin 3𝑥 + ¶· cos 3𝑥
Then,
V A
𝑦′ = 2𝑐V 𝑒 -) + 3𝑐- 𝑒 <) − -µ cos 3𝑥 − -µ sin 3𝑥

Applying the first initial condition 𝑦(0) = 2,


V A
𝑦 = 𝑐V 𝑒 -) + 𝑐- 𝑒 <) − ¶· sin 3𝑥 + ¶· cos 3𝑥
V A
𝑦(0) = 𝑐V 𝑒 -(‚) + 𝑐- 𝑒 <(‚) − ¶· sin 3(0) + ¶· cos 3(0) = 2
VAV
𝑐V + 𝑐- = ¶·
→ eqn. 1
V
Applying the second initial condition 𝑦 ′ (0) = -,
V A
𝑦′ = 2𝑐V 𝑒 -) + 3𝑐- 𝑒 <) − -µ cos 3𝑥 − -µ sin 3𝑥
V A V
𝑦 ′ (0) = 2𝑐V 𝑒 -(‚) + 3𝑐- 𝑒 <(‚) − -µ cos 3(0) − -µ sin 3(0) = -

2𝑐V + 3𝑐- = V< → eqn. 2
V<¶
Solving equations 1 and 2 simultaneously, we find that 𝑐V = and

V‚
𝑐- = − < , thus, the solution is,
V<¶ V‚ V A
𝑦= -µ
𝑒 -) − <
𝑒 <) − ¶· sin 3𝑥 + ¶· cos 3𝑥

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CHAPTER 12 CHAPTER 12NON-HOMOGENEOUS LINEAR DIFFERENTIAL EQUATIONS
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Chapter Exercise
I. Solve the following non-homogeneous linear differential equations using any of
the methods.
V
1. 𝑦 ′′ − 6𝑦 ′ + 8𝑦 = 4𝑒 Q-) Ans: 𝑦 = 𝑐V 𝑒 y) + 𝑐- 𝑒 -) + µ 𝑒 Q-)
·V
2. 𝑦 ′′ − 𝑦 ′ − 2𝑦 = 3 sin 5𝑥 Ans: 𝑦 = 𝑐V 𝑒 Q) + 𝑐- 𝑒 -) − ¶Ay sin 5𝑥
VA
+ ¶Ay cos 5𝑥
V
3. 𝑦 ′′ + 9𝑦 = sin 5𝑥 Ans: 𝑦 = 𝑐V cos 3𝑥 + 𝑐- sin 3𝑥 − Vµ sin 5𝑥
V
4. 𝑦 ′′ + 2𝑦 ′ + 𝑦 = 𝑥𝑒 Q) Ans: 𝑦 = 𝑐V 𝑒 Q) + 𝑐- 𝑥𝑒 Q) + µ 𝑥 < 𝑒 Q)
y <
5. 𝑦 ′′ − 4𝑦 ′ + 4𝑦 = 5 cos 𝑥 Ans: 𝑦 = 𝑐V 𝑒 -) + 𝑐- 𝑥𝑒 -) − A sin 𝑥 + A cos 𝑥
V
6. 𝑦 ′′′ − 𝑦 ′ = 𝑥 Ans: 𝑦 = 𝑐V + 𝑐- 𝑒 ) + 𝑐< 𝑒 Q) − - 𝑥 -
V -
7. 𝑦 ′′ − 2𝑦 ′ + 𝑦 = 3𝑥𝑒 Q-) Ans: 𝑦 = 𝑐V 𝑒 ) + 𝑐- 𝑥𝑒 ) + < 𝑥𝑒 Q-) + ¿ 𝑒 Q-)
y
8. 𝑦 ′′ + 4𝑦 ′ + 5𝑦 = 4𝑥 - Ans: 𝑦 = 𝑐V 𝑒 Q-) cos 𝑥 + 𝑐- 𝑒 Q-) sin 𝑥 + A 𝑥 -
<- ··
− -A 𝑥 + V-A
V
9. 𝑦 ′′′ + 2𝑦 ′′ − 𝑦 ′ − 2𝑦 = 𝑒 y) Ans: 𝑦 = 𝑐V 𝑒 ) + 𝑐- 𝑒 Q) + 𝑐< 𝑒 Q-) + ¿‚ 𝑒 y)
V
10. 𝑦 ′′′ − 4𝑦 ′′ + 𝑦 ′ + 6𝑦 = 3𝑥 + 4𝑒 A) Ans: 𝑦 = 𝑐V 𝑒 Q) + 𝑐- 𝑒 -) + 𝑐< 𝑒 <) + - 𝑥

V V
+ ¿ 𝑒 A) − V-

II. Solve the following initial value problems.


y V -
1. 𝑦 ′′ + 2𝑦 ′ − 8𝑦 = 2𝑒 ) , 𝑦(0) = 1, 𝑦 ′ (0) = 2 Ans: 𝑦 = < 𝑒 -) + VA 𝑒 Qy) − A 𝑒 )
V V V < V
2. 𝑦 ′′ − 4𝑦 = sin 2𝑥 , 𝑦(0) = - , 𝑦 ′ (0) = y Ans: 𝑦 = · 𝑒 Q-) + · 𝑒 -) − · sin 2𝑥
-¿ -¿ V
3. 𝑦 ′′ − 6𝑦 ′ + 9𝑦 = 𝑥 - , 𝑦(0) = −1, 𝑦 ′ (0) = −2 Ans: 𝑦 = − -¶ 𝑒 <) + -¶ 𝑥𝑒 <) + ¿ 𝑥 - +
y -

𝑥 + -¶
V V - V
4. 𝑦 ′′ + 9𝑦 = 2𝑒 Q<) , 𝑦(0) = < , 𝑦 ′ (0) = − < Ans: 𝑦 = ¿ cos 3𝑥 + ¿ 𝑒 Q<)
V <
5. 𝑦 ′′′ − 4𝑦 ′′ − 𝑦 ′ + 4𝑦 = 𝑥 + 1, 𝑦(0) = 1, 𝑦 ′ (0) = − - , 𝑦 ′′ (0) = − -
¶ V V V
Ans: 𝑦 = − y· 𝑒 y) + < 𝑒 ) + - 𝑒 Q) + y 𝑥 +
A

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CHAPTER 12 CHAPTER 12NON-HOMOGENEOUS LINEAR DIFFERENTIAL EQUATIONS
WITH CONSTANT COEFFICIENTS

135
CHAPTER 12 CHAPTER 12NON-HOMOGENEOUS LINEAR DIFFERENTIAL EQUATIONS
WITH CONSTANT COEFFICIENTS

136
CHAPTER 13 LAPLACE TRANSFORMS SOLUTIONS TO
LINEAR DIFFERENTIAL EQUATIONS

LAPLACE
TRANSFORMS
Chapter SOLUTIONS TO
13 LINEAR
DIFFERENTIAL
EQUATIONS
Outline:
13.1 The Laplace Transforms
13.2 Inverse Laplace Transforms
13.3 Solutions to Linear Differential Equations using Laplace
Transforms

PIERRE-SIMON, MARQUIS DE LAPLACE (March 23, 1749 –


March 5, 1827) was a French mathematician and astronomer whose work
was important to the development of mathematical astronomy and
statistics. In statistics, the Bayesian interpretation of probability was
developed mainly by Laplace.
Laplace formulated Laplace’s equation and pioneered the
Laplace transform which appears in many branches of mathematical
physics, a field that he took a leading role in forming. The Laplacian
differential operator, widely used in mathematics, is also named after him.
He restated and developed the nebular hypothesis of the origin of the
solar system and was one of the first scientists to postulate the existence
of black holes and the notion of gravitational collapse.

Overview:
Laplace transforms is a powerful method for solving mathematical solutions
which involves solutions to differential equations. This chapter will introduced an
introduction to Laplace transforms, method of finding the Laplace transforms of a certain
function, inverse Laplace transforms and its solution to problems in differential
equations.
Objectives:

Upon completion of this chapter, the students will be able to:


1. Define Laplace Transform.
2. Find the Laplace transforms of a given function.
3. Find the inverse of the Laplace transforms.
4. Solve linear differential equations using Laplace transforms.

137
Author: Harold Jan R. Terano, ECE, M
CHAPTER 13 LAPLACE TRANSFORMS SOLUTIONS TO
LINEAR DIFFERENTIAL EQUATIONS

13.1 The Laplace Transforms


Given the function 𝑓(𝑥), the Laplace transform is given by the Laplace integral,

ℒ{𝑓(𝑥)} = 𝐹(𝑠) = ∫‚ 𝑓(𝑥) 𝑒 QR) 𝑑𝑥
Example(a).
Find the Laplace transform of the function 𝑓(𝑥) = 1.
Solution:
By the Laplace integral,

ℒ{𝑓(𝑥)} = 𝐹(𝑠) = ∫‚ 𝑓(𝑥) 𝑒 QR) 𝑑𝑥

ℒ{1} = 𝐹(𝑠) = ∫‚ 𝑒 QR) 𝑑𝑥
V ∞
ℒ{1} = 𝐹(𝑠) = ;− R 𝑒 QR) ;

Since 𝑒 Q∞ = 0, therefore,
V
ℒ{1} = 𝐹(𝑠) = (0) − Š− R 𝑒 QR(‚) ‹
V
ℒ{1} = 𝐹(𝑠) = R
Example(b).
Find the Laplace transform of the function 𝑓(𝑥) = 𝑥.
Solution:
By the Laplace integral,

ℒ{𝑓(𝑥)} = 𝐹(𝑠) = ∫‚ 𝑓(𝑥) 𝑒 QR) 𝑑𝑥

ℒ{𝑥 } = 𝐹(𝑠) = ∫‚ 𝑥 𝑒 QR) 𝑑𝑥
For ∫ 𝑥 𝑒 QR) 𝑑𝑥, use integration by parts,
let 𝑢 = 𝑥 and 𝑑𝑣 = 𝑒 QR) 𝑑𝑥, then
V
𝑑𝑢 = 𝑑𝑥 and 𝑣 = − R 𝑒 QR)
V V
∫ 𝑥 𝑒 QR) 𝑑𝑥 = − R 𝑥𝑒 QR) − :− R ; ∫ 𝑒 QR) 𝑑𝑥
V V
= − R 𝑥𝑒 QR) − R( 𝑒 QR)
Thus,
∞ V V ∞
∫‚ 𝑥 𝑒 QR) 𝑑𝑥 = ;− R 𝑥𝑒 QR) − R( 𝑒 QR) ;

Q∞
Since 𝑒 = 0, therefore,
V V
= (0) − Š− R (0)𝑒 QR(‚) − R( 𝑒 QR(‚) ‹
V
= R(
Therefore,
V
ℒ{𝑥 } = 𝐹(𝑠) = R(
Example(c).
Find the Laplace transform of the function 𝑓(𝑥) = 𝑒 -) .

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Author: Harold Jan R. Terano, ECE, M
CHAPTER 13 LAPLACE TRANSFORMS SOLUTIONS TO
LINEAR DIFFERENTIAL EQUATIONS

Solution:
By the Laplace integral,

ℒ{𝑓(𝑥)} = 𝐹(𝑠) = ∫‚ 𝑓(𝑥) 𝑒 QR) 𝑑𝑥

ℒ{𝑒 -) } = 𝐹(𝑠) = ∫‚ 𝑒 -) 𝑒 QR) 𝑑𝑥

ℒ{𝑒 -) } = 𝐹(𝑠) = ∫‚ 𝑒 Q(RQ-)) 𝑑𝑥
V ∞
ℒ{𝑒 -) } = 𝐹(𝑠) = ;− RQ- 𝑒 Q(RQ-)) ;

Since 𝑒 Q∞ = 0, therefore,
V
ℒ{𝑒 -) } = 𝐹(𝑠) = (0) − Š− RQ- 𝑒 Q(RQ-)(‚) ‹
V
ℒ{𝑒 -) } = 𝐹(𝑠) = RQ-
Example(d).
Find the Laplace transform of the function 𝑓(𝑥) = sin 3𝑥
Solution:
By the Laplace integral,

ℒ{𝑓(𝑥)} = 𝐹(𝑠) = ∫‚ 𝑓(𝑥) 𝑒 QR) 𝑑𝑥

ℒ{sin 3𝑥 } = 𝐹(𝑠) = ∫‚ (sin 3𝑥) 𝑒 QR) 𝑑𝑥
For ∫ 𝑒 QR) sin 3𝑥 𝑑𝑥, use integration by parts,
let 𝑢 = 𝑒 QR) and 𝑑𝑣 = sin 3𝑥 𝑑𝑥, then
V
𝑑𝑢 = −𝑠𝑒 QR) 𝑑𝑥 and 𝑣 = − < cos 3𝑥
V R
∫ 𝑒 QR) sin 3𝑥 𝑑𝑥 = − < 𝑒 QR) cos 3𝑥 − < ∫ 𝑒 QR) cos 3𝑥 𝑑𝑥
For ∫ 𝑒 QR) cos 3𝑥 𝑑𝑥, use integration by parts,
let 𝑢 = 𝑒 QR) and 𝑑𝑣 = cos 3𝑥 𝑑𝑥, then
V
𝑑𝑢 = −𝑠𝑒 QR) 𝑑𝑥 and 𝑣 = < sin 3𝑥
V R
∫ 𝑒 QR) cos 3𝑥 𝑑𝑥 = < 𝑒 QR) sin 3𝑥 + < ∫ 𝑒 QR) sin 3𝑥 𝑑𝑥
Thus,
V R V R
∫ 𝑒 QR) sin 3𝑥 𝑑𝑥 = − < 𝑒 QR) cos 3𝑥 − < :< 𝑒 QR) sin 3𝑥 + < ∫ 𝑒 QR) sin 3𝑥 𝑑𝑥;
V R R(
∫ 𝑒 QR) sin 3𝑥 𝑑𝑥 = − < 𝑒 QR) cos 3𝑥 − ¿ 𝑒 QR) sin 3𝑥 − ¿
∫ 𝑒 QR) sin 3𝑥 𝑑𝑥
R( V R
:1 + ¿ ; ∫ 𝑒 QR) sin 3𝑥 𝑑𝑥 = − < 𝑒 QR) cos 3𝑥 − ¿ 𝑒 QR) sin 3𝑥
¿kR ( V R
: ¿
; ∫ 𝑒 QR) sin 3𝑥 𝑑𝑥 = − < 𝑒 QR) cos 3𝑥 − ¿ 𝑒 QR) sin 3𝑥
< R
∫ 𝑒 QR) sin 3𝑥 𝑑𝑥 = − (¿kR() 𝑒 QR) cos 3𝑥 − (¿kR( ) 𝑒 QR) sin 3𝑥
Thus,
< R ∞
ℒ{sin 3𝑥 } = 𝐹(𝑠) = ;− (¿kR( ) 𝑒 QR) cos 3𝑥 − (¿kR() 𝑒 QR) sin 3𝑥;

139
Author: Harold Jan R. Terano, ECE, M
CHAPTER 13 LAPLACE TRANSFORMS SOLUTIONS TO
LINEAR DIFFERENTIAL EQUATIONS

Since 𝑒 Q∞ = 0, therefore,
< R
= (0) − Š− (¿kR() 𝑒 QR(‚) cos 3(0) − (¿kR( ) 𝑒 QR(‚) sin 3(0)‹
< <
ℒ{sin 3𝑥 } = 𝐹(𝑠) = ¿kR( = R( k¿
Example(e).
Find the Laplace transform of the function 𝑓(𝑥) = 𝑥 - .
Solution:
By the Laplace integral,

ℒ{𝑓(𝑥)} = 𝐹(𝑠) = ∫‚ 𝑓(𝑥) 𝑒 QR) 𝑑𝑥

ℒ{𝑥 - } = 𝐹(𝑠) = ∫‚ 𝑥 - 𝑒 QR) 𝑑𝑥
For ∫ 𝑥 - 𝑒 QR) 𝑑𝑥, use integration by parts,
let 𝑢 = 𝑥 - and 𝑑𝑣 = 𝑒 QR) 𝑑𝑥, then
V
𝑑𝑢 = 2𝑥𝑑𝑥 and 𝑣 = − R 𝑒 QR)
V -
∫ 𝑥 - 𝑒 QR) 𝑑𝑥 = − R 𝑥 - 𝑒 QR) + R ∫ 𝑥 𝑒 QR) 𝑑𝑥
For ∫ 𝑥 𝑒 QR) 𝑑𝑥, use integration by parts,
let 𝑢 = 𝑥 and 𝑑𝑣 = 𝑒 QR) 𝑑𝑥, then
V
𝑑𝑢 = 𝑑𝑥 and 𝑣 = − R 𝑒 QR)
V V
∫ 𝑥 𝑒 QR) 𝑑𝑥 = − R 𝑥𝑒 QR) + R ∫ 𝑒 QR) 𝑑𝑥
V V
= − R 𝑥𝑒 QR) − R( 𝑒 QR)
Thus,
V - V V
∫ 𝑥 - 𝑒 QR) 𝑑𝑥 = − R 𝑥 - 𝑒 QR) + R :− R 𝑥𝑒 QR) − R( 𝑒 QR) ;
V - -
= − R 𝑥 - 𝑒 QR) − R( 𝑥𝑒 QR) − R4 𝑒 QR)
Therefore,
V - - ∞
ℒ{𝑥 - } = 𝐹(𝑠) = ;− R 𝑥 - 𝑒 QR) − R( 𝑥𝑒 QR) − R4 𝑒 QR) ;

Since 𝑒 Q∞ = 0, therefore,
V - -
= (0) − Š− R (0)- 𝑒 QR(‚) − R( (0)𝑒 QR(‚) − R4 𝑒 QR(‚) ‹
-
ℒ{𝑥 - } = 𝐹(𝑠) = R4
Example(f).
Find the Laplace transform of the function 𝑓(𝑥) = cos 𝑎𝑥.
Solution:
By the Laplace integral,

ℒ{𝑓(𝑥)} = 𝐹(𝑠) = ∫‚ 𝑓(𝑥) 𝑒 QR) 𝑑𝑥

ℒ{cos 𝑎𝑥 } = 𝐹(𝑠) = ∫‚ (cos 𝑎𝑥) 𝑒 QR) 𝑑𝑥
For ∫ 𝑒 QR) cos 𝑎𝑥 𝑑𝑥, use integration by parts,
let 𝑢 = 𝑒 QR) and 𝑑𝑣 = cos 𝑎𝑥 𝑑𝑥, then
V
𝑑𝑢 = −𝑠𝑒 QR) 𝑑𝑥 and 𝑣 = ` sin 𝑎𝑥

140
Author: Harold Jan R. Terano, ECE, M
CHAPTER 13 LAPLACE TRANSFORMS SOLUTIONS TO
LINEAR DIFFERENTIAL EQUATIONS

V R
∫ 𝑒 QR) cos 𝑎𝑥 𝑑𝑥 = ` 𝑒 QR) sin 𝑎𝑥 − :− `; ∫ 𝑒 QR) sin 𝑎𝑥 𝑑𝑥
V R
= ` 𝑒 QR) sin 𝑎𝑥 + ` ∫ 𝑒 QR) sin 𝑎𝑥 𝑑𝑥
For ∫ 𝑒 QR) sin 𝑎𝑥 𝑑𝑥, use integration by parts,
let 𝑢 = 𝑒 QR) and 𝑑𝑣 = sin 𝑎𝑥 𝑑𝑥, then,
V
𝑑𝑢 = −𝑠𝑒 QR) 𝑑𝑥 and 𝑣 = − ` cos 𝑎𝑥
V R V R
∫ 𝑒 QR) cos 𝑎𝑥 𝑑𝑥 = ` 𝑒 QR) sin 𝑎𝑥 + ` :− ` 𝑒 QR) cos 𝑎𝑥 − ` ∫ 𝑒 QR) cos 𝑎𝑥 𝑑𝑥;
V R R(
= ` 𝑒 QR) sin 𝑎𝑥 − `( 𝑒 QR) cos 𝑎𝑥 − `( ∫ 𝑒 QR) cos 𝑎𝑥 𝑑𝑥
Thus,
V R R(
∫ 𝑒 QR) cos 𝑎𝑥 𝑑𝑥 = ` 𝑒 QR) sin 𝑎𝑥 − `( 𝑒 QR) cos 𝑎𝑥 − `( ∫ 𝑒 QR) cos 𝑎𝑥 𝑑𝑥
R( V R
:1 + `(; ∫ 𝑒 QR) cos 𝑎𝑥 𝑑𝑥 = ` 𝑒 QR) sin 𝑎𝑥 − `( 𝑒 QR) cos 𝑎𝑥
` ( kR ( V R
: `(
; ∫ 𝑒 QR) cos 𝑎𝑥 𝑑𝑥 = ` 𝑒 QR) sin 𝑎𝑥 − `( 𝑒 QR) cos 𝑎𝑥
` R
∫ 𝑒 QR) cos 𝑎𝑥 𝑑𝑥 = `( kR( 𝑒 QR) sin 𝑎𝑥 − `( kR( 𝑒 QR) cos 𝑎𝑥
Therefore,
` R ∞
ℒ{cos 𝑎𝑥 } = 𝐹(𝑠) = ;`( kR( 𝑒 QR) sin 𝑎𝑥 − `( kR( 𝑒 QR) cos 𝑎𝑥;

Q∞
Since 𝑒 = 0, therefore,
` R
ℒ{cos 𝑎𝑥 } = 𝐹(𝑠) = (0) − Š`( kR( 𝑒 QR(‚) sin 𝑎(0) − `( kR( 𝑒 QR(‚) cos 𝑎(0)‹
R R
ℒ{cos 𝑎𝑥 } = 𝐹(𝑠) = `( kR( = R( k`(
Example(g).
Find the Laplace transform of the function 𝑓(𝑥) = 𝑒 a) sin 𝑎𝑥.
Solution:
By the Laplace integral,

ℒ{𝑓(𝑥)} = 𝐹(𝑠) = ∫‚ 𝑓(𝑥) 𝑒 QR) 𝑑𝑥

ℒ{𝑒 a) sin 𝑎𝑥} = 𝐹(𝑠) = ∫‚ (𝑒 a) sin 𝑎𝑥) 𝑒 QR) 𝑑𝑥

ℒ{𝑒 a) sin 𝑎𝑥} = 𝐹(𝑠) = ∫‚ 𝑒 Q(RQa)) sin 𝑎𝑥 𝑑𝑥

For ∫ 𝑒 Q(RQa)) sin 𝑎𝑥 𝑑𝑥, use integration by parts,


let 𝑢 = 𝑒 Q(RQa)) and 𝑑𝑣 = sin 𝑎𝑥 𝑑𝑥, then,
V
𝑑𝑢 = −(𝑠 − 𝑏)𝑒 Q(RQa)) 𝑑𝑥 and 𝑣 = − ` cos 𝑎𝑥
V (RQa)
∫ 𝑒 Q(RQa)) sin 𝑎𝑥 𝑑𝑥 = − ` 𝑒 Q(RQa)) cos 𝑎𝑥 − `
∫ 𝑒 Q(RQa)) cos 𝑎𝑥 𝑑𝑥

For ∫ 𝑒 Q(RQa)) cos 𝑎𝑥 𝑑𝑥, use integration by parts,


let 𝑢 = 𝑒 Q(RQa)) and 𝑑𝑣 = cos 𝑎𝑥 𝑑𝑥, then,
V
𝑑𝑢 = −(𝑠 − 𝑏)𝑒 Q(RQa)) 𝑑𝑥 and 𝑣 = ` sin 𝑎𝑥
V (RQa)
∫ 𝑒 Q(RQa)) cos 𝑎𝑥 𝑑𝑥 = ` 𝑒 Q(RQa)) sin 𝑎𝑥 + `
∫ 𝑒 Q(RQa)) sin 𝑎𝑥 𝑑𝑥

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Then,
V
∫ 𝑒 Q(RQa)) sin 𝑎𝑥 𝑑𝑥 = − ` 𝑒 Q(RQa)) cos 𝑎𝑥
(RQa) V (RQa)
− `
Š` 𝑒 Q(RQa)) sin 𝑎𝑥 + `
∫ 𝑒 Q(RQa)) sin 𝑎𝑥 𝑑𝑥‹
V
∫ 𝑒 Q(RQa)) sin 𝑎𝑥 𝑑𝑥 = − ` 𝑒 Q(RQa)) cos 𝑎𝑥
(RQa) (RQa)(
− `(
𝑒 Q(RQa)) sin 𝑎𝑥 − `(
∫ 𝑒 Q(RQa)) sin 𝑎𝑥 𝑑𝑥
(RQa)( V (RQa)
Š1 + `(
‹ ∫ 𝑒 Q(RQa)) sin 𝑎𝑥 𝑑𝑥 = − ` 𝑒 Q(RQa)) cos 𝑎𝑥 − `(
𝑒 Q(RQa)) sin 𝑎𝑥
` ( k(RQa)( V (RQa)
Š `(
‹ ∫ 𝑒 Q(RQa)) sin 𝑎𝑥 𝑑𝑥 = − ` 𝑒 Q(RQa)) cos 𝑎𝑥 − `(
𝑒 Q(RQa)) sin 𝑎𝑥
` (RQa)
∫ 𝑒 Q(RQa)) sin 𝑎𝑥 𝑑𝑥 = − `( k(RQa)( 𝑒 Q(RQa)) cos 𝑎𝑥 − `( k(RQa)( 𝑒 Q(RQa)) sin 𝑎𝑥
Thus,
` (RQa) ∞
ℒ {𝑒 a) sin 𝑎𝑥 } = 𝐹(𝑠) = ;− `( k(RQa)( 𝑒 Q(RQa)) cos 𝑎𝑥 − `( k(RQa)( 𝑒 Q(RQa)) sin 𝑎𝑥;

Since 𝑒 Q∞ = 0, therefore,
` (RQa)
ℒ {𝑒 a) sin 𝑎𝑥 } = 𝐹(𝑠) = (0) − Š− `( k(RQa)( 𝑒 Q(RQa)(‚) cos 𝑎(0) − `( k(RQa)( 𝑒 Q(RQa)(‚) sin 𝑎(0)‹
` `
ℒ {𝑒 a) sin 𝑏𝑥 } = 𝐹(𝑠) = `( k(RQa)( = (RQa)( k`(

Table of the Laplace Transforms of Common Functions


𝒇(𝒙) 𝓛{𝒇(𝒙)} = 𝑭(𝒔)
1 1
𝑠
𝑥 1
𝑠-
𝑥€ 𝑛!
𝑠 €kV
𝑒 `) 1
𝑠−𝑎
sin 𝑎𝑥 𝑎
𝑠 + 𝑎-
-
cos 𝑎𝑥 𝑠
𝑠 - + 𝑎-
sinh 𝑎𝑥 𝑎
𝑠 − 𝑎-
-
cosh 𝑎𝑥 𝑠
𝑠 − 𝑎-
-
𝑥 sin 𝑎𝑥 2𝑎𝑠
(𝑠 + 𝑎- )-
-

𝑥 cos 𝑎𝑥 𝑠 - − 𝑎-
(𝑠 - + 𝑎- )-
𝑥 € 𝑒 `) 𝑛!
(𝑠 − 𝑎)€kV
𝑒 a) sin 𝑎𝑥 𝑎
(𝑠 − 𝑏)- + 𝑎-
𝑒 a) cos 𝑎𝑥 𝑠−𝑏
(𝑠 − 𝑏)- + 𝑎-

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Example(a).
Use the table to find the Laplace transform of the function 𝑓(𝑥) = 4𝑥 - .
Solution:
From the table,
€!
ℒ{𝑥 € } = R=•}
Thus,
ℒ{4𝑥 - } = 4 L [𝑥 - ]
-! ·
ℒ {4𝑥 - } = 4 ŠR(•}‹ = R4

Example(b).
Use the table to find the Laplace transform of the function 𝑓(𝑥) = 𝑒 Qy) .
Solution:
From the table,
V
ℒ{𝑒 `) } = RQ`
Thus,
V V
ℒ{𝑒 Qy) } = [RQ(Qy)] = Rky
Example(c).
Use the table to find the Laplace transform of the function 𝑓(𝑥) = sin 8𝑥.
Solution:
From the table,
`
ℒ{sin 𝑎𝑥} = R( k`(
Thus,
· ·
ℒ{sin 8𝑥 } = R( k(·)( = R( kµy
Example(d).
Use the table to find the Laplace transform of the function 𝑓(𝑥) = 𝑥 y 𝑒 Q<) .
Solution:
From the table,
€!
ℒ{𝑥 € 𝑒 `) } = (RQ`)=•}
Thus,
y! -y
ℒ{𝑥 y 𝑒 Q<) } = [RQ(Q<)]‰•} = (Rk<){
Example(e).
Use the table to find the Laplace transform of the function
𝑓(𝑥) = 𝑒 <) sin 4𝑥.
Solution:
From the table,
`
ℒ{𝑒 a) sin 𝑎𝑥} = (RQa)( k`(
Thus,
y y
ℒ{𝑒 <) sin 4𝑥} = (RQ<)( k(y)( = (RQ<)( kVµ
Example(f).
Use the table to find the Laplace transform of the function 𝑓(𝑥) = 𝑥 sin 2𝑥.
Solution:
From the table,
-`R
ℒ{𝑥 sin 𝑎𝑥 } = (R( k`()(

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Thus,
-(-)R yR
ℒ{𝑥 sin 2𝑥} = [R( k(-)( ]( = (R( ky)(

Example(g).
Use the table to find the Laplace transform of the function
𝑓(𝑥) = 2 cos 4𝑥 − 5𝑒 Qy) .
Solution:
ℒ{2 cos 4𝑥 − 5𝑒 Qy) } = ℒ[2 cos 4𝑥 ] − ℒ [5𝑒 Qy) ]
ℒ{2 cos 4𝑥 − 5𝑒 Qy) } = 2 ℒ [cos 4𝑥] − 5 ℒ [𝑒 Qy) ]
R V
ℒ{2 cos 4𝑥 − 5𝑒 Qy) } = 2 ŠR( k(y)(‹ − 5 ŠRQ(Qy)‹
-R A
ℒ{2 cos 4𝑥 − 5𝑒 Qy) } = R( kVµ − Rky

13.2 Inverse Laplace Transforms


The inverse Laplace transforms of 𝐹(𝑠) is designated by ℒ QV [𝐹(𝑠)], in which
ℒ{𝑓(𝑥)} = 𝐹(𝑠).
The simplest way to obtain the inverse Laplace transform is to recognize the
formulas in the table as discussed in the previous section.

Example(a).
V
Find ℒ QV PRkµQ.
Solution:
From the table,
V
ℒ{𝑒 `) } = RQ`
Thus,
V
ℒ QV PRkµQ = 𝑒 Qµ)
Example(b).
R
Find ℒ QV PR( kAQ.
Solution:
From the table,
R
ℒ {cos 𝑎𝑥 } = R( k`(
𝑎- = 5 and 𝑎 = √5 , thus,
R
ℒ QV PR( kAQ = cos √5 𝑥
Example(c).
V
Find ℒ QV PR( kyRk¿Q.
Solution:
No function of this form appears in the table, thus, by manipulating the
denominator by completing the square, we have,
V V
ℒ QV PR( kyRk¿Q = ℒ QV P(Rk-)( kAQ
V
= ℒ QV R ( S
(Rk-)( k@√A B

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From the table,


`
ℒ {𝑒 a) sin 𝑎𝑥 } = (RQa)( k`(
And 𝑎 = √5 and 𝑏 = −2, the numerator does not contain the factor √5 ,
√A
thus, multiply both the numerator and denominator by , then,
√A
V V √A
ℒ QV R ( S = ℒ QV R ( : ;S
(Rk-)( k@√A B (Rk-)( k@√A B √A
V √A
= ℒ QV R ( : ;S
(Rk-)( k@√A B √A
V √A
= ℒ QV R ( S
√A (Rk-)( k@√A B
Therefore,
V V
ℒ QV R ( S= 𝑒 Q-) sin √5 𝑥
(Rk-)( k@√A B √A

Example(d).
Rk<
Find ℒ QV PR( k-RkyQ.
Solution:
By completing the square of the denominator,
Rk< Rk<
ℒ QV PR( k-RkyQ = ℒ QV P(RkV)( k<Q

Rewrite the numerator as (𝑠 + 3) = (𝑠 + 1) + 2, then,


Rk< (RkV)k-
ℒ QV PR( k-RkyQ = ℒ QV P(RkV)( k<Q

Decompose the fraction to obtain,


Rk< RkV -
ℒ QV PR( k-RkyQ = ℒ QV P(RkV)( k<Q + ℒ QV P(RkV)( k<Q

From the table,


` RQa
ℒ{𝑒 a) sin 𝑎𝑥} = (RQa)( k`( and ℒ{𝑒 a) cos 𝑎𝑥} = (RQa)( k`(
Then,
RkV
ℒ QV R ( S = 𝑒 Q) cos √3 𝑥 and
(RkV)( k@√<B
- V √<
ℒ QV P(RkV)( k<Q = 2 ℒ QV R ( × S
(RkV)( k@√< B √<

- √<
= ℒ QV R ( S
√< (RkV)( k@√< B

-
= 𝑒 Q) sin √3 𝑥
√<
Therefore,
Rk< -
ℒ QV PR( k-RkyQ = 𝑒 Q) cos √3 𝑥 + 𝑒 Q) sin √3 𝑥
√<

Example(e).
(RQV)
Find ℒ QV PR( Qy Q.
Solution:
(RQV) (RQV)
ℒ QV PR( Qy Q = ℒ QV P(RQ-)(Rk-) Q

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By partial fraction decomposition,


(RQV) Ç T
(RQ-)(Rk-)
= RQ-
+ Rk-
𝑠 − 1 = 𝐴(𝑠 + 2) + 𝐵(𝑠 − 2)
V
When 𝑠 = 2, 𝐴 = y,
<
When 𝑠 = −2, 𝐵 = y.
Then,
(RQV) V V < T
ℒ QV PR( Qy Q = y ℒ QV PRQ-Q + y ℒ QV PRk-Q
V <
= y 𝑒 -) + y 𝑒 Q-)

Example(f).
V
Find ℒ QV PR4 k<R( k-RQ.
Solution:
V V
ℒ QV PR4 k<R( k-RQ = ℒ QV PR(RkV)(Rk-)Q
By partial fraction decomposition,
V Ç T !
R(RkV)(Rk-)
= R + RkV + Rk-
1 = 𝐴(𝑠 + 1)(𝑠 + 2) + 𝐵𝑠(𝑠 + 2) + 𝐶𝑠(𝑠 + 1)
V
When 𝑠 = 0, 𝐴 = -,
When 𝑠 = −1, 𝐵 = −1,
V
When 𝑠 = −2, 𝐶 = -.
Then,
V V V V V V
ℒ QV PR(RkV)(Rk-)Q = - ℒ QV PR Q − ℒ QV PRkVQ + - ℒ QV PRk-Q
V V
= - − 𝑒 Q) + - 𝑒 Q-)

Example(g).
V
Find ℒ QV PR(R( kV)Q.
Solution:
By partial fraction decomposition,
V Ç TRk!
R(R ( kV)
= R + R( kV

1 = 𝐴(𝑠 - + 1) + 𝐵𝑠 - + 𝐶𝑠
When 𝑠 = 0, 𝐴 = 1,
Taking the coefficients of 𝑠 - , we have,
0 = 𝐴(1) + 𝐵(1) + 𝐶(0)
𝐵 = −1
Taking the coefficients of 𝑠, we have,
0 = 𝐴(0) + 𝐵(0) + 𝐶(1)
𝐶=0
Thus,
V V R
ℒ QV PR(R( kV)Q = ℒ QV PR Q − ℒ QV PR( kVQ
= 1 − cos 𝑥

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13.3 Solutions to Linear Differential Equations using Laplace


Transforms
The Laplace transforms of an nth-derivative is,
'=/
ℒ P') = Q = 𝑠 € 𝑌(𝑠) − 𝑠 €QV 𝑦(0) − 𝑠 €Q- 𝑦 ′ (0) − ⋯ − 𝑠𝑦 (€Q-) (0) − 𝑦 (€QV) (0)

where 𝑌(𝑠) is denoted as ℒ [𝑦(𝑥)] and 𝑦(0), 𝑦 ′ (0), … are the given initial conditions.

If the initial conditions are,


𝑦(0) = 𝑐‚ , 𝑦 ′ (0) = 𝑐V , … , 𝑦 (€QV) (0) = 𝑐€QV
Then,
'=/
ℒ P') = Q = 𝑠 € 𝑌(𝑠) − 𝑐‚ 𝑠 €QV − 𝑐V 𝑠 €Q- − ⋯ − 𝑐€Q- 𝑠 − 𝑐€QV

For special cases where 𝑛 = 1, 𝑛 = 2 and 𝑛 = 3,


ℒV𝑦 ′ (𝑥)W = 𝑠𝑌(𝑠) − 𝑐‚
ℒV𝑦 ′′ (𝑥)W = 𝑠 - 𝑌(𝑠) − 𝑐‚ 𝑠 − 𝑐V
ℒV𝑦 ′′′ (𝑥)W = 𝑠 < 𝑌(𝑠) − 𝑐‚ 𝑠 - − 𝑐V 𝑠 − 𝑐-
Example(a).
Solve 𝑦 ′ − 3𝑦 = 0.
Solution:
Taking the Laplace transforms of the equation, we have,
ℒV𝑦 ′ W − 3 ℒ{𝑦} = ℒ {0}
[𝑠𝑌(𝑠) − 𝑐‚ ] − 3𝑌(𝑠) = 0
𝑠𝑌(𝑠) − 3𝑌(𝑠) = 𝑐‚
𝑌(𝑠)[𝑠 − 3] = 𝑐‚
ÀW
𝑌(𝑠) = RQ<

Taking the inverse Laplace transforms,


V
ℒ QV {𝑌(𝑠)} = 𝑐‚ ℒ QV PRQ<Q
Then,
𝑦(𝑥) = 𝑐‚ 𝑒 <) or 𝑦(𝑥) = 𝑐𝑒 <)
Example(b).
Solve 𝑦 ′ + 3𝑦 + 𝑒 <) = 0, that satisfies the initial condition 𝑦(0) = 1.
Solution:
Taking the Laplace transforms of the equation, we have,
ℒV𝑦 ′ W + 3 ℒ {𝑦} + ℒ{𝑒 <) } = ℒ {0}
V
[𝑠𝑌(𝑠) − 𝑐‚ ] + 3𝑌(𝑠) + =0
RQ<
Since 𝑐‚ = 1, then,
V
[𝑠𝑌(𝑠) − 1] + 3𝑌(𝑠) + =0
RQ<
V
(𝑠 + 3)𝑌(𝑠) = 1 −
RQ<

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RQy
(𝑠 + 3)𝑌(𝑠) =
RQ<
RQy
𝑌(𝑠) = (Rk<)(RQ<)
Taking the inverse Laplace transforms,
RQy
ℒ QV {𝑌(𝑠)} = ℒ QV P(Rk<)(RQ<)Q

By partial fraction decomposition,


RQy Ç T
(Rk<)(RQ<)
= Rk<
+ RQ<

𝑠 − 4 = 𝐴(𝑠 − 3) + 𝐵(𝑠 + 3)

when 𝑠 = −3, 𝐴 = µ
V
when 𝑠 = 3, 𝐵 = − µ
Taking the inverse Laplace transforms,
¶ V V V
ℒ QV {𝑌(𝑠)} = µ ℒ QV PRk<Q − µ ℒ QV PRQ<Q
Then,
¶ V
𝑦(𝑥) = µ 𝑒 Q<) − µ 𝑒 <)

Example(c).
Solve 𝑦 ′ + 𝑦 = cos 𝑥, that satisfies the initial condition 𝑦(0) = 1.
Solution:
Taking the Laplace transforms of the equation, we have,
ℒ V𝑦 ′ W + ℒ {𝑦} = ℒ {cos 𝑥 }
R
[𝑠𝑌(𝑠) − 𝑐‚ ] + 𝑌(𝑠) = (
R kV
Since 𝑐‚ = 1, then,
R
[𝑠𝑌(𝑠) − 1] + 𝑌(𝑠) =
R ( kV
R
(𝑠 + 1)𝑌(𝑠) = 1 +
R ( kV
R ( kRkV
𝑌(𝑠) = (RkV)(R( kV)

Taking the inverse Laplace transforms,


R ( kRkV
ℒ QV {𝑌(𝑠)} = ℒ QV P (
Q (RkV)(R kV)
By partial fraction decomposition,
R ( kRkV Ç TRk!
(RkV)(R ( kV)
= RkV + R( kV
𝑠 + 𝑠 + 1 = 𝐴(𝑠 - + 1) + 𝐵𝑠(𝑠 + 1) + 𝐶(𝑠 + 1)
-

𝑠 - + 𝑠 + 1 = 𝐴(𝑠 - + 1) + 𝐵(𝑠 - + 𝑠) + 𝐶(𝑠 + 1)


V
when 𝑠 = −1, 𝐴 = -
coefficients of 𝑠 - :
1 = 𝐴(1) + 𝐵(1) + 𝐶(0)
V
1=-+𝐵
V
𝐵=-
coefficients of 𝑠:
1 = 𝐴(0) + 𝐵(1) + 𝐶(1)
V
1=-+𝐶

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CHAPTER 13 LAPLACE TRANSFORMS SOLUTIONS TO
LINEAR DIFFERENTIAL EQUATIONS

V
𝐶=-
Thus,
V V V R V V
ℒ QV {𝑌(𝑠)} = - ℒ QV PRkVQ + - ℒ QV PR( kVQ + - ℒ QV PR( kVQ
V V V
𝑦(𝑥) = - 𝑒 Q) + - cos 𝑥 + - sin 𝑥
Example(d).
Solve 𝑦 ′′ + 5𝑦 ′ − 6𝑦 = 0.
Solution:
Taking the Laplace transforms of the equation, we have,
ℒ V𝑦 ′ ′W + 5 ℒ {𝑦′} − 6 ℒ {𝑦} = ℒ {0}
[𝑠 - 𝑌(𝑠) − 𝑐‚ 𝑠 − 𝑐V ] + 5[𝑠𝑌(𝑠) − 𝑐‚ ] − 6𝑌(𝑠) = 0
(𝑠 - + 5𝑠 − 6)𝑌(𝑠) − 𝑐‚ (𝑠 + 5) − 𝑐V = 0
(𝑠 - + 5𝑠 − 6)𝑌(𝑠) = 𝑐‚ (𝑠 + 5) + 𝑐V
W (RkA)kW
𝑌(𝑠) = (RÀ ( kARQµ)}
By partial fraction decomposition,
WÀ (RkA)kW} Ç T
(R ( kARQµ)
= (Rkµ) + (RQV)
𝑐‚ (𝑠 + 5) + 𝑐V = 𝐴(𝑠 − 1) + 𝐵(𝑠 + 6)
QWÀ kW}
when 𝑠 = −6, 𝐴 = Q¶
µW kW
when 𝑠 = 1, 𝐵 = À¶ }
Thus, taking the inverse Laplace,
QWÀ kW} QV V µW kW V
ℒ QV {𝑌(𝑠)} = Q¶ ℒ P(Rkµ)Q + À¶ } ℒ QV P(RQV)Q
QW kW
} Qµ) µW kW
𝑦(𝑥) = Q¶ À
𝑒 + À¶ } 𝑒 )
Since the coefficients are constants, therefore,
𝑦(𝑥) = 𝑐V 𝑒 Qµ) + 𝑐- 𝑒 )
Example(e).
Solve 𝑦 ′′ + 𝑦 ′ − 2𝑦 = 𝑥 - that satisfies the initial condition 𝑦(0) = 1 and 𝑦 ′ (0) =
4.
Solution:
Taking the Laplace transforms of the equation, we have,
ℒ V𝑦 ′ ′W + ℒ {𝑦′} − 2ℒ {𝑦} = ℒ {𝑥 - }
-
[𝑠 - 𝑌(𝑠) − 𝑐‚ 𝑠 − 𝑐V ] + [𝑠𝑌(𝑠) − 𝑐‚ ] − 2𝑌(𝑠) =
R4
-
[𝑠 - 𝑌(𝑠) − 𝑠 − 4] + [𝑠𝑌(𝑠) − 1] − 2𝑌(𝑠) =
R4
-
(𝑠 - + 𝑠 − 2)𝑌(𝑠) − 𝑠 − 5 = R4
-
(𝑠 - + 𝑠 − 2)𝑌(𝑠) = +𝑠+5
R4
R ‰ kAR 4 k-
(𝑠 - + 𝑠 − 2)𝑌(𝑠) =
R4
R ‰ kAR 4 k-
𝑌(𝑠) = R4(RQV)(Rk-)

Thus, taking the inverse Laplace,


R ‰ kAR 4 k-
ℒ QV {𝑌(𝑠)} = ℒ QV PR4 (RQV)(Rk-)Q

By partial fraction decomposition,


R ‰ kAR 4 k- Ç T ! H þ
R 4 (RQV)(Rk-)
= R + R( + R4 + RQV + Rk-
𝑠 y + 5𝑠 < + 2 = 𝐴𝑠 - (𝑠 − 1)(𝑠 + 2) + 𝐵𝑠(𝑠 − 1)(𝑠 + 2) +

149
Author: Harold Jan R. Terano, ECE, M
CHAPTER 13 LAPLACE TRANSFORMS SOLUTIONS TO
LINEAR DIFFERENTIAL EQUATIONS

𝐶(𝑠 − 1)(𝑠 + 2) + 𝐷𝑠 < (𝑠 + 2) + 𝐸𝑠 < (𝑠 − 1)


𝑠 + 5𝑠 + 2 = 𝐴(𝑠 + 𝑠 < − 2𝑠 - ) + 𝐵(𝑠 < + 𝑠 - − 2𝑠) + 𝐶(𝑠 - + 𝑠 − 2) +
y < y

𝐷(𝑠 y + 2𝑠 < ) + 𝐸(𝑠 y − 𝑠 < )


when 𝑠 = 0, 𝐶 = −1
·
when 𝑠 = 1, 𝐷 = <
VV
when 𝑠 = −2, 𝐸 = − V-
coefficients of 𝑠 y :
1 = 𝐴(1) + 𝐵(0) + 𝐶(0) + 𝐷(1) + 𝐸(1)
· VV
1 = 𝐴 + < − V-
<
𝐴 = −y
coefficients of 𝑠 < :
5 = 𝐴(1) + 𝐵(1) + 𝐶(0) + 𝐷(2) + 𝐸(−1)
< · VV
5 = − y + 𝐵 + 2 :<; − :− V-;
V
𝐵 = −-
Thus,
(
< V V V · V VV V
ℒ QV {𝑌(𝑠)} = − y ℒ QV PR Q − - ℒ QV PR( Q − ℒ QV X R(4 Y + < ℒ QV PRQVQ − V- ℒ QV PRk-Q
< V V V V - · V VV V
ℒ QV {𝑌(𝑠)} = − y ℒ QV P R Q − - ℒ QV PR( Q − - ℒ QV PR4Q + < ℒ QV PRQVQ − V- ℒ QV PRk-Q
< V V · VV
𝑦(𝑥) = − y − - 𝑥 − - 𝑥 - + < 𝑒 ) − V- 𝑒 Q-)
Example(f).
Solve 𝑦 ′′ + 2𝑦 ′ − 3𝑦 = 𝑒 -) .
Solution:
Taking the Laplace transforms of the equation, we have,
ℒ V𝑦 ′ ′W + 2 ℒ {𝑦′} − 3 ℒ {𝑦} = ℒ {𝑒 -) }
V
[𝑠 - 𝑌(𝑠) − 𝑐‚ 𝑠 − 𝑐V ] + 2[𝑠𝑌(𝑠) − 𝑐‚ ] − 3𝑌(𝑠) =
RQ-
V
(𝑠 - + 2𝑠 − 3)𝑌(𝑠) − 𝑐‚ (𝑠 + 1) − 𝑐V =
RQ-
V
(𝑠 - + 2𝑠 − 3)𝑌(𝑠) = + 𝑐‚ (𝑠 + 1) + 𝑐V
RQ-
VkWÀ (RkV)(RQ-)kW} (RQ-)
(𝑠 - + 2𝑠 − 3)𝑌(𝑠) =
RQ-
VkWÀ (RkV)(RQ-)kW} (RQ-)
𝑌(𝑠) = (Rk<)(RQV)(RQ-)
By partial fraction decomposition,
VkWÀ (RkV)(RQ-)kW} (RQ-) Ç T !
(RQ-)(Rk<)(RQV)
= (Rk<) + (RQV) + (RQ-)
1 + 𝑐‚ (𝑠 + 1)(𝑠 − 2) + 𝑐V (𝑠 − 2) = 𝐴(𝑠 − 1)(𝑠 − 2) + 𝐵(𝑠 + 3)(𝑠 − 2) + 𝐶(𝑠 + 3)(𝑠 − 1)
VkV‚WÀ QAW}
when 𝑠 = −3, 𝐴 = -‚
VQ-WÀ QW}
when 𝑠 = 1, 𝐵 = Qy
V
when 𝑠 = 2, 𝐶 = A
Since 𝐴 and 𝐵 consists of arbitrary constants, thus, we can let 𝐴 = 𝑐V
and 𝐵 = 𝑐- .
Therefore,
W} W( V V
𝑌(𝑠) = :Rk< ; + :RQV ; + A :RQ-;

150
Author: Harold Jan R. Terano, ECE, M
CHAPTER 13 LAPLACE TRANSFORMS SOLUTIONS TO
LINEAR DIFFERENTIAL EQUATIONS

Taking the inverse Laplace, we have,


V V V V
ℒ QV {𝑌(𝑠)} = 𝑐V ℒ QV P(Rk<)Q + 𝑐- ℒ QV P(RQV)Q + A ℒ QV P(RQ-)Q
V
𝑦(𝑥) = 𝑐V 𝑒 Q<) + 𝑐- 𝑒 ) + A 𝑒 -)
Example(g).
Solve 𝑦 ′′ − 5𝑦 ′ + 6𝑦 = sin 3𝑥.
Solution:
Taking the Laplace transforms of the equation, we have,
ℒV𝑦 ′ ′W − 5 ℒ {𝑦′} + 6 ℒ {𝑦} = ℒ {sin 3𝑥 }
<
[𝑠 - 𝑌(𝑠) − 𝑐‚ 𝑠 − 𝑐V ] − 5[𝑠𝑌(𝑠) − 𝑐‚ ] + 6𝑌(𝑠) = (
R k¿
<
(𝑠 - − 5𝑠 + 6)𝑌(𝑠) − 𝑐‚ (𝑠 − 5) − 𝑐V = R( k¿
<
(𝑠 - − 5𝑠 + 6)𝑌(𝑠) = + 𝑐‚ (𝑠 − 5) + 𝑐V
R ( k¿
<kWÀ (RQA)(R ( k¿)kW} (R ( k¿)
(𝑠 - − 5𝑠 + 6)𝑌(𝑠) =
R ( k¿
<kWÀ (RQA)(R ( k¿)kW} (R ( k¿)
𝑌(𝑠) = (RQ-)(RQ<)(R ( k¿)

By partial fraction decomposition,


<kWÀ (RQA)(R ( k¿)kW} (R ( k¿) Ç T !RkH
(RQ-)(RQ<)(R ( k¿)
= RQ- + RQ< + R ( k¿
3 + 𝑐‚ (𝑠 − 5)(𝑠 - + 9) + 𝑐V (𝑠 - +
9) = 𝐴(𝑠 − 3)(𝑠 - + 9) + 𝐵(𝑠 − 2)(𝑠 - + 9) +
𝐶𝑠(𝑠 − 2)(𝑠 − 3) + 𝐷(𝑠 − 2)(𝑠 − 3)
< (5𝑐 )𝑠 - (9𝑐 < -
𝑐‚ 𝑠 − ‚ − 𝑐V + 9𝑐‚ 𝑠 + V + 3) = 𝐴(𝑠 − 3𝑠 + 9𝑠 − 27) +
𝐵(𝑠 < − 2𝑠 - + 9𝑠 − 18) + 𝐶(𝑠 < − 5𝑠 - + 6𝑠) + 𝐷(𝑠 - − 5𝑠 + 6)
<Q<¿WÀ kV<W}
when 𝑠 = 2, 𝐴 = QV<
<Q<µWÀ kV·W}
when 𝑠 = 3, 𝐵 = V·
coefficients of 𝑠 < :
𝑐‚ = 𝐴(1) + 𝐵(1) + 𝐶(1)
<Q<¿WÀ kV<W} <Q<µWÀ kV·W}
𝑐‚ = QV<
+ V·
+𝐶
A
𝐶 = ¶·
coefficients of 𝑠 - :
−(5𝑐‚ − 𝑐V ) = 𝐴(−3) + 𝐵(−2) + 𝐶(−5) + 𝐷(1)
<Q<¿WÀ kV<W} <Q<µWÀ kV·W} A
−(5𝑐‚ − 𝑐V ) = −3 : QV<
; −2: V·
; − 5 :¶·; + 𝐷
V
𝐷 = − -µ
Since 𝐴 and 𝐵 consists of arbitrary constants, thus, we can let 𝐴 = 𝑐V
and 𝐵 = 𝑐- , therefore,
W} W( A R V V
𝑌(𝑠) = :RQ- ; + :RQ< ; + ¶· :R( k¿; − -µ :R( k¿;
Taking the inverse Laplace transforms,
4
V V A R V : ;
QV {
ℒ 𝑌(𝑠)} = 𝑐V ℒ QV P(RQ-)Q + 𝑐- ℒ QV P(RQ<)Q + ¶· ℒ QV P(R( k¿)Q − -µ ℒ QV X(R(4k¿)Y
Then,
A V
𝑦(𝑥) = 𝑐V 𝑒 -) + 𝑐- 𝑒 <) + ¶· cos 3𝑥 − ¶· sin 3𝑥

151
Author: Harold Jan R. Terano, ECE, M
CHAPTER 13 LAPLACE TRANSFORMS SOLUTIONS TO
LINEAR DIFFERENTIAL EQUATIONS

Chapter Exercise
I. Find the Laplace transforms of the following functions by using the Laplace
integral.
Z
1. 𝑓(𝑥) = cos 5𝑥 Ans: 𝐹(𝑠) = R( k-A
<
2. 𝑓(𝑥) = 𝑒 <) sin 3𝑥 Ans: 𝐹(𝑠) = R( QµRkV·
y
3. 𝑓(𝑥) = 2𝑥 - 𝑒 <) Ans: 𝐹(𝑠) = (RQ<)4
R
4. 𝑓(𝑥) = cosh 3𝑥 Ans: 𝐹(𝑠) = R( Q¿
Rk-
5. 𝑓(𝑥) = 𝑒 Q-) cos 3𝑥 Ans: 𝐹(𝑠) = R( kyRkV<

II. Find the Laplace transforms of the following functions by using the table of the
Laplace transforms.
-
1. 𝑓(𝑥) = 𝑥 - 𝑒 Q-) Ans: 𝐹(𝑠) = (Rk-)4
- y y
2. 𝑓(𝑥) = (𝑥 + 2)- Ans: 𝐹(𝑠) = R4 + R( + R
<(R ( Q-A) <‚R
3. 𝑓(𝑥) = 𝑥 (3cos 5𝑥 − 5 sin 3𝑥) Ans: 𝐹(𝑠) = (R( − (R(
k-A)( k¿)(
V
4. 𝑓(𝑥) = sin 𝑥 cos 𝑥 Ans: 𝐹(𝑠) = R( ky
Vµ Rk<
5. 𝑓(𝑥) = 𝑒 Q<) (4 sin 4𝑥 − cos 2𝑥) Ans: 𝐹(𝑠) = R( kµRk-A − R( kµRkV<

III. Find the inverse Laplace transforms of the following functions.


V V
1. 𝐹(𝑠) = R( k¿ Ans: 𝑓(𝑥) = < sin 3𝑥
y
2. 𝐹(𝑠) = R( Q-RkA Ans: 𝑓(𝑥) = 2𝑒 ) sin 2𝑥
- -
3. 𝐹(𝑠) = R( QµRk<y Ans: 𝑓(𝑥) = A 𝑒 <) sin 5𝑥
Rky
4. 𝐹(𝑠) = R( QARkµ Ans: 𝑓(𝑥) = 7𝑒 <) − 6𝑒 -)
< < < <
5. 𝐹(𝑠) = R(R( Q·RkVµ) Ans: 𝑓(𝑥) = Vµ − Vµ 𝑒 y) + y 𝑥𝑒 y)

IV. Solve the following linear differential equations using Laplace transforms.
V V
1. 𝑦 ′ + 3𝑦 = 𝑥 Ans: 𝑦 = < 𝑥 − ¿ + 𝑐𝑒 Q<)

2. 𝑦 ′′ − 4𝑦 ′ + 4𝑦 = 0 Ans: 𝑦 = 𝑐V 𝑒 -) + 𝑐- 𝑥𝑒 -)
V
3. 𝑦 ′ − 5𝑦 − 𝑒 -) = 0 Ans: 𝑦 = − < 𝑒 -) + 𝑐𝑒 A)
- V <
4. 𝑦 ′ + 2𝑦 = cos 𝑥 , 𝑦(0) = 1 Ans: 𝑦 = A cos 𝑥 + A sin 𝑥 + A 𝑒 Q-)

5. 𝑦 ′′′ − 𝑦 ′′ − 4𝑦 ′ + 4𝑦 = 3𝑒 <) ,
< < V V
𝑦(0) = 𝑦 ′ (0) = 𝑦 ′′ (0) = 0 Ans: 𝑦 = V‚ 𝑒 <) − y 𝑒 -) − -‚ 𝑒 Q-) + - 𝑒 )

152
Author: Harold Jan R. Terano, ECE, M
REFERENCES

References

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John E. Sasser, History of Ordinary Differential Equations, The First


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Author: Harold Jan R. Terano, ECE, MET

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