MATH115 Course Pack
MATH115 Course Pack
MATH115 Course Pack
BANTAYAN
TABLE OF CONTENTS
PRELIM COVERAGE
MID-TERM COVERAGE
Topic 6: Application of Differential Equation ........................................................................ 19
Topic 7: Linear Differential Equation of Order n ................................................................. 22
Topic 8: Homogeneous Linear Differential Equation with Constant Coefficients ................... 25
Topic 9: Non-homogeneous Differential Equation With Constant Coefficients ...................... 46
Differential equations are called Partial Differential Equations (PDE) or Ordinary Differential
Equations (ODE) according to whether or not they contain partial derivatives. The order of a
differential equation is the highest order derivative occurring. A solution (or particular solution)
of a differential equation of order n consists of a function defined and n times differentiable on a
domain D having the property that the functional equation obtained by substituting the function
and its n derivatives into the differential equation holds for every point in D.
Remember this:
The order of a differential equation is the highest order derivative occurring.
Partial differential equation, in mathematics, equation relating a function of several
variables to its partial derivatives.
An ordinary differential equation (ODE) is a differential equation containing one or more
functions of one independent variable and the derivatives of those functions.
Suppose that f: X→Y and f(x) = y, a differential equation without nonlinear terms of the
unknown function y and its derivatives is known as a linear differential equation. It imposes
the condition that y cannot have higher index terms such as y 2, y3,… and multiples of
𝑑 2𝑤 3 𝑑 3 𝑦 2
derivatives such as ( 2 ) , ( 2 )
𝑑𝑥 𝑑𝑥
It also cannot contain non-linear terms such as sin(y), ey^-2, or ln y. It takes the form,
Student Assessment
Quiz no. 1
Topic: Introduction to DE
Instruction: State whether the equation is ordinary or partial, linear or non-linear, and give its
order.
Example: (x2 +y2)𝑑𝑥 + 2𝑥𝑦𝑑𝑦 = 0
Answer: ordinary, non-linear, order 1
1. 𝑦 ′′′ − 3𝑦 ′ + 2𝑦 = 0
𝑑2𝑢 𝑑2𝑢 𝑑2𝑢
2. 𝑑𝑥 2 + 𝑑𝑦2 + 𝑑𝑧 2 =0
𝑑2𝑦 𝑑2𝑥
3. 𝑥 −𝑦 =0
𝑑𝑡 2 𝑑𝑡 2
4. (𝑥 + 𝑦)𝑑𝑥 + (3𝑥 2 − 1) = 0
𝑑3𝑦 2 𝑑2𝑦 4
5. (𝑑𝑥 2 ) − 2(𝑑𝑥 2 ) = 0
𝑑𝑦
∫ 𝑓 (𝑦)𝑑𝑦 = ∫ 𝑓(𝑦) 𝑑𝑥
𝑑𝑥
1
Multiply both sides by 𝑑𝑥 to separate variable x from y. So, equation becomes
(𝑥 2 −4 )(𝑦+3)
2𝑥 1
𝑑𝑥 + (𝑦+3)𝑑𝑦 = 0 same variable in each term
(𝑥 2 −4 )
2𝑥 1
∫ (𝑥2 −4 ) 𝑑𝑥 + ∫(𝑦+3)𝑑𝑦 = ∫ 0𝑑𝑥 Apply integration both sides
Example 2.2: Solve the initial value problem 𝑠𝑖𝑛(𝑥)𝑑𝑥 + 𝑦 𝑑𝑦 = 0, where y(0) = 1.
𝑠𝑖𝑛(𝑥)𝑑𝑥 + 𝑦 𝑑𝑦 = 0, separated already
𝑦 2 = 2𝐶 + 2𝑐𝑜𝑠(𝑥 )
𝑦 = √2𝐶 + 2𝑐𝑜𝑠(𝑥)
y(0) = 1.
1 = √2𝐶 + 2𝑐𝑜𝑠(0)
1 = 2𝐶 + 2 , . ∶ 𝐶 = −1/2
1
𝑦 = √2(− 2) + 2𝑐𝑜𝑠(𝑥)
∫ 𝑒 −𝑦 𝑑𝑦 = ∫ 𝑠𝑖𝑛𝑥𝑑𝑥
−𝑒 −𝑦 = −𝑐𝑜𝑠𝑥 + 𝑐 answer!
Student Assessment
Quiz no. 2
Topic: Separable Equations
2.1. Put the following equation in separated form. Do not integrate.
𝑑𝑦 𝑥2𝑦
Example: =
𝑑𝑥 𝑥+4
𝑑𝑦 𝑥 2 𝑑𝑥
= answer!
𝑦 𝑥+4
𝑑𝑦 𝑥 2 𝑦−4𝑦
1. =
𝑑𝑥 𝑥+4
𝑑𝑦
2. = sec(𝑦)𝑒 𝑥−𝑦 (1 + 𝑥)
𝑑𝑥
𝑑𝑦 𝑥𝑦
3. =
𝑑𝑥 (𝑥+1)(𝑦+1)
𝑑𝜃
4. + 𝑠𝑖𝑛𝜃 = 0
𝑑𝑡
𝜕𝐺
= 6𝑥 2 𝑦 + 0 𝑑𝑒𝑟𝑖𝑣𝑎𝑡𝑖𝑣𝑒 𝑜𝑓 𝑓𝑢𝑛𝑐𝑡𝑖𝑜𝑛 𝐺 𝑤𝑖𝑡ℎ 𝑟𝑒𝑠𝑝𝑒𝑐𝑡 𝑡𝑜 𝑥. 𝑂𝑡ℎ𝑒𝑟 𝑣𝑎𝑟𝑖𝑎𝑏𝑙𝑒 𝑠𝑎𝑦 "y” is constant. The
∂x
derivative of constant is zero.
𝜕𝐹
= 3𝑥 2 (2𝑦) + 0 = 6𝑥 2 𝑦 derivative of function F with respect to y.
∂y
𝜕𝐺 𝜕𝐹
∂x
= 4𝑥𝑦 ∂y
= 0 + 2𝑥 (2𝑦) = 4𝑥𝑦
𝜕𝐺 𝜕𝐹
= ; Exact Equation!
∂x ∂y
𝜕𝑑
= (2𝑥 2 𝑦) equation 2.2
∂y
𝜕𝑑
∫ 𝜕𝑦 = ∫(2𝑥 2 𝑦)
𝜕𝑑 𝑑ℎ
= 2𝑥𝑦 2 + 𝑑𝑥 equation 2.3
∂x
d = 𝑥 2 𝑦 2 + h(x)
d = 𝑥 2𝑦 2 + 𝑥 3 + 𝑐
𝐶 = 𝑑 – 𝑐 constant
C = 𝑥 2 𝑦 2 + 𝑥 3 answer!
𝜕𝐺 𝜕𝐹
∂x
= −1 ∂y
= −1
𝜕𝐺 𝜕𝐹
= ; Exact Equation!
∂x ∂y
𝜕𝑑
∂x
= (6𝑥 2 − 𝑦 + 3) equation 2.4
𝜕𝑑
= (3𝑦 2 − 𝑥 − 2) equation 2.5
∂y
𝜕𝑑
∫ 𝜕𝑥 = ∫(6𝑥 2 − 𝑦 + 3)
𝜕𝑑 𝑑ℎ
= −𝑥 + 𝑑𝑦 equation 2.6
∂y
∫ 𝑑ℎ = ∫(3𝑦 2 − 2)𝑑𝑦
ℎ(𝑦) = 𝑦 3 − 2𝑦 + 𝑐
𝑑 = 2𝑥 3 − 𝑥𝑦 + 3𝑥 + ℎ(𝑦)
𝑑 = 2𝑥 2 − 𝑥𝑦 + 3𝑥 + 𝑦 3 − 2𝑦 + 𝑐
𝐶 = 𝑑 – 𝑐 constant
𝐶 = 2𝑥 3 − 𝑥𝑦 + 3𝑥 + 𝑦 3 − 2𝑦 answer!
Student Assessment
Quiz no. 3
Instruction: Obtain the solution of the differential equations
1. (2𝑥𝑦 – 𝑠𝑖𝑛(𝑥))𝑑𝑥 + (𝑥 2 − 𝑐𝑜𝑠(𝑦))𝑑𝑦 = 0
2. (1 + 2𝑥√𝑥 2 − 𝑦 2 )𝑑𝑥 − (2𝑦√𝑥 2 − 𝑦 2 )𝑑𝑦 = 0
3. 𝑒 𝑦 𝑑𝑥 + (2𝑦 + 𝑥𝑒 𝑦 )𝑑𝑦 = 0
1 2 2𝑥𝑦′
4. 𝑦2 − 𝑥 = 𝑦3 ; 𝑤ℎ𝑒𝑛 𝑥 = 1, 𝑦 = 1
5. (cos(𝑦) sinh(𝑥 ) + 1)𝑑𝑥 − sin(𝑦) cosh(𝑥 ) 𝑑𝑦 = 0
(2)𝑑𝑥
− (𝑑𝑣) = 0 integrate both sides
𝑥
𝑥 −2
(𝑦 )
𝑙𝑛(𝑦) = −
2
+𝑐
𝑦2
𝑙𝑛(𝑦) = −
2𝑥2
+𝑐 answer!
Student Assessment
Quiz no. 4
F(x, y) = 𝑥 2 + 𝑦 2
𝐺 (𝑥, 𝑦) = −(2𝑥𝑦)
𝜕𝐺 𝜕𝐹
= −2𝑦 = (2𝑦)
∂x ∂y
𝜕𝐺 𝜕𝐹
𝑖𝑠 𝑛𝑜𝑡 𝑒𝑞𝑢𝑎𝑙 𝑡𝑜 . Therefore, the equation is not exact.
∂x ∂y
1 𝜕𝐹 𝜕𝐺
Use 𝑅 = ( − ∂y )
𝐺 ∂x
1 2
𝑅= (2𝑦 − (−2𝑦)) = −
−2𝑥𝑦 𝑥
R is a function of x or 𝑅(𝑥)
1 1
(𝑥 2 + 𝑦 2 )𝑑𝑥 − 2𝑥𝑦𝑑𝑦)( 2 ) = 0( 2 ) 𝑚𝑢𝑙𝑡𝑖𝑝𝑙𝑦 𝑏𝑜𝑡ℎ 𝑠𝑖𝑑𝑒𝑠 𝑏𝑦 𝐼(𝑥)
𝑥 𝑥
𝑦2 2𝑦
(1 + 𝑥2 ) 𝑑𝑥 − ( 𝑥 )𝑑𝑦 = 0 New equation
𝑦2
F(x, y) = (1 + 𝑥2 )
𝜕𝐺 𝜕𝐹
= ; Exact Equation!
∂x ∂y
𝜕𝑑 𝑦2
= (1 + 𝑥2 ) equation 5.1
∂x
𝜕𝑑 2𝑦
= − ( 𝑥 ) equation 5.2
∂y
𝜕𝑑 2𝑦
∫ 𝜕𝑦 = − ∫ ( 𝑥 )
∫ 𝑑ℎ = ∫ 𝑑𝑥
ℎ (𝑥 ) = 𝑥 + 𝑐
𝑦2
𝑑 = −( ) + ℎ(𝑥)
𝑥
𝑦2
𝑑 = −( )+ 𝑥+𝑐
𝑥
𝑦2
𝐶 = 𝑑 – 𝑐 constant𝐶 = − ( 𝑥 ) + 𝑥 answer!
Solution:
1 1
(𝑦 ′𝑐𝑜𝑠𝑥 + 𝑦𝑠𝑖𝑛𝑥 ) ( ) = 𝑥(( ) divide both sides by cosx
𝑐𝑜𝑠𝑥 𝑐𝑜𝑠𝑥
𝑠𝑖𝑛𝑥 𝑥
𝑦 ′ + 𝑦 (𝑐𝑜𝑠𝑥) = 𝑐𝑜𝑠𝑥 answer!
𝑠𝑖𝑛𝑥
𝑝 (𝑥 ) = = 𝑡𝑎𝑛𝑥
𝑐𝑜𝑠𝑥
𝑥
𝑟 (𝑥 ) = = (𝑠𝑒𝑐𝑥)𝑥
𝑐𝑜𝑠𝑥
𝑦
Example: Obtain the general solution of differential equation 𝑦 ′𝑐𝑠𝑐𝑥 + 𝑐𝑜𝑠𝑥 = 2𝑐𝑜𝑥.
Solution:
Step 1: Write the equation in the form of 𝑦 ′ + 𝑝(𝑥 )𝑦 = 𝑟(𝑥 ).
𝑦(𝑠𝑖𝑛𝑥)
𝑦’ + = 2𝑐𝑜𝑠𝑥(𝑠𝑖𝑛𝑥)
(𝑐𝑜𝑠𝑥 )
𝑦’ + 𝑦𝑡𝑎𝑛𝑥 = 2𝑐𝑜𝑠𝑥(𝑠𝑖𝑛𝑥)
𝑝(𝑥) = 𝑡𝑎𝑛𝑥
𝑟(𝑥) = 2𝑐𝑜𝑠𝑥(𝑠𝑖𝑛𝑥)
Step 2: Solve for h
ℎ = ∫ 𝑝(𝑥 )𝑑𝑥 = ∫ tan(𝑥)𝑑𝑥 = − ln(𝑐𝑜𝑠𝑥 ) = ln(𝑠𝑒𝑐𝑥)
Student Assessment
Quiz no. 6
Instruction: Obtain the general equation of each differential equation
1. 𝑥𝑦’ = 2𝑦 + 𝑥 3 𝑒 𝑥
2. 𝑦 ′𝑐𝑜𝑠𝑥 + (3𝑦 − 1)𝑠𝑒𝑐𝑥 = 0
3. 𝑦 ′ = 6(𝑦 − 2.5)(tanh1.5x)
4. (𝑦 −cos 2 𝑥)𝑑𝑥 + 𝑐𝑜𝑠𝑥𝑑𝑦 = 0
5. 𝑠𝑖𝑛𝑥 (𝑠𝑖𝑛𝑥𝑐𝑜𝑠𝑥 − 𝑦) = (1 + 𝑐𝑜𝑠𝑥 )𝑦′
6. 2𝑥 ((𝑥 2 + 𝑎2 )2 + 3𝑦) = (𝑥 2 + 𝑎2 )𝑦′; 𝑎 𝑖𝑠 𝑐𝑜𝑛𝑠𝑡𝑎𝑛𝑡
7. 𝑛𝑒 𝑚𝑥 = 𝑦 ′ − 𝑚𝑦, where n and m are constants.
8. 𝑚𝑥 − 𝑛𝑦 = (𝑥 + 𝑎)𝑦 ′
Newton's law of cooling states that the rate of heat loss of a body is directly proportional to the difference in the
temperatures between the body and its surroundings. The law is frequently qualified to include the condition that the
temperature difference is small and the nature of heat transfer mechanism remains the same. As such, it is equivalent to
a statement that the heat transfer coefficient, which mediates between heat losses and temperature differences, is a
constant. This condition is generally met in heat conduction (where it is guaranteed by Fourier's law) as the thermal
conductivity of most materials is only weakly dependent on temperature. In convective heat transfer, Newton's Law is
followed for forced air or pumped fluid cooling, where the properties of the fluid do not vary strongly with temperature,
but it is only approximately true for buoyancy-driven convection, where the velocity of the flow increases with
temperature difference. Finally, in the case of heat transfer by thermal radiation, Newton's law of cooling holds only for
very small temperature differences, and a more accurate description is given by Planck's Law.
Sample problem 1:
Suppose, for instance, the thermometer, which has been at the reading 700 𝐹 inside a house, is placed outside where the
temperature is 100 𝐹. Three minutes later it is found that the thermometer reading is 250 𝐹. We wish to predict the
temperature reading at various times.
Solutions:
Let x represents the temperature of the thermometer at time (t min), the time being measured from the instant the
thermometer is placed outside.
𝑑𝑥
According to Newton’s Law of cooling, the time rate of change of temperature, , is proportional to the temperature
𝑑𝑡
difference (𝑥 − 10). Since the thermometer temperature is decreasing, it is convenient to choose (– 𝑘) as the constant of
proportionality. Thus the 𝑥 to be determined from the differential equation
𝑑𝑥
= −𝑘(𝑥 − 10)
𝑑𝑡
𝑑𝑥
= −𝑘𝑑𝑡
𝑥 − 10
ln(𝑥 − 10) = −𝑘𝑡 + 𝑐
𝑥 − 10 = 𝑒 −𝑘𝑡+𝑐 = (𝑒 𝑐 )𝑒 −𝑘𝑡
𝑒𝑐 = 𝐶
. : 𝑥 = 10 + 𝐶𝑒 −𝑘𝑡
When 𝑡 = 0, 𝑥 = 70
. : 70 = 10 + 𝐶𝑒 −𝑘(0)
𝐶 = 60
PREPARED BY: ENGR. RONIE T. BANTAYAN
𝑥 = 10 + 60𝑒 −𝑘𝑡
𝐴𝑛𝑑 𝑤ℎ𝑒𝑛 𝑡 = 3, 𝑥 = 25
25 = 10 + 60𝑒 −𝑘(3)
𝑘 = 0.462
Example no. 2:
At 1:00 P.M., a thermometer reading 700 𝐹 is taken outdoors, where the air temperature is −100 𝐹 . at 1:02 P.M., the
reading is 260 𝐹. At 1:05 P.M., the thermometer is taken back indoors, where the air is at 700 𝐹. What is the temperature
reading at 1:09 P.M.?
𝑥 + 10 = 𝑒 −𝑘𝑡+𝑐 = (𝑒 𝑐 )𝑒 −𝑘𝑡
𝑒𝑐 = 𝐶
. : 𝑥 = −10 + 𝐶𝑒 −𝑘𝑡
When 𝑡 = 0, 𝑥 = 70
. : 70 = −10 + 𝐶𝑒 −𝑘(0)
𝐴𝑛𝑑 𝑤ℎ𝑒𝑛 𝑡 = 2, 𝑥 = 26
𝑘 = 0.4
𝑥 = 0.8270 𝐹
PREPARED BY: ENGR. RONIE T. BANTAYAN
Solving C’ for indoors at t = 5
𝑥 = 70 + 𝐶′𝑒 −0.4𝑡
𝐶’ = −511.123
𝑥 = 70 − 511.123𝑒 −0.4(9)
. : 𝑥 𝑎𝑡 1: 09 𝑃. 𝑀. = 560 𝐹 answer!
Then the amount x at any time t>0 is determined by the differential equation
𝑑𝑥
= −𝑘𝑥
𝑑𝑡